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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.
2004 (English)Report (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
Linköping: Linköping University Electronic Press, 2004. , 12 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2631
Keyword [en]
Nonuniform sampling, Stochastic window, Frequency analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55999ISRN: LiTH-ISY-R-2631OAI: oai:DiVA.org:liu-55999DiVA: diva2:316734
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-07-28Bibliographically approved

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Eng, FridaGustafsson, Fredrik

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf