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Frequency Transforms based on Nonuniform Sampling - Basic Stochastic Properties
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2005 (English)In: Proceedings of Radiovetenskap och kommunikation 2005, 2005Conference paper, Published paper (Other academic)
Abstract [en]

We investigate two natural linear estimates of a signal's continuous time Fourier transform (FT) based on non-uniform samples, where sample value and sample time come in pairs where at least the sampling time is a stochastic process. Such stochastic sampling occurs in several applications, such as queue theory and event based sampling. Analytical expressions of mean and covariance are derived for the FT estimate. Intended use of these are to give uncertainty bounds on transforms and spectral estimates, but they are also useful in signal estimation and system identication.

Place, publisher, year, edition, pages
2005.
Keyword [en]
Nonuniform sampling, Stochastic window, Frequency analysis
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-36623Local ID: 31905OAI: oai:DiVA.org:liu-36623DiVA: diva2:257472
Conference
Radiovetenskap och kommunikation 2005, Linköping, Sweden, June, 2005
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-03-23

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Eng, FridaGustafsson, Fredrik

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