TY - JOUR
T1 - Is uniqueness lost for under-sampled continuous-time auto-regressive processes?
AU - Ward, John P
AU - Kirshner, Hagai
AU - Unser, Michael
PY - 2012/2/27
Y1 - 2012/2/27
N2 - We consider the problem of sampling continuous-time auto-regressive processes on a uniform grid. We investigate whether a given sampled process originates from a single continuous-time model, and address this uniqueness problem by introducing an alternative description of poles in the complex plane. We then utilize Kronecker's approximation theorem and prove that the set of non-unique continuous-time AR(2) models has Lebesgue measure zero in this plane. This is a key aspect in current estimation algorithms that use sampled data, as it allows one to remove the sampling rate constraint that is imposed currently. © 2012 IEEE.
AB - We consider the problem of sampling continuous-time auto-regressive processes on a uniform grid. We investigate whether a given sampled process originates from a single continuous-time model, and address this uniqueness problem by introducing an alternative description of poles in the complex plane. We then utilize Kronecker's approximation theorem and prove that the set of non-unique continuous-time AR(2) models has Lebesgue measure zero in this plane. This is a key aspect in current estimation algorithms that use sampled data, as it allows one to remove the sampling rate constraint that is imposed currently. © 2012 IEEE.
KW - Approximation theory
KW - Sampling theory
KW - Stochastic processes
UR - https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84857341198&origin=inward
UR - https://www.scopus.com/inward/citedby.uri?partnerID=HzOxMe3b&scp=84857341198&origin=inward
U2 - 10.1109/LSP.2012.2185695
DO - 10.1109/LSP.2012.2185695
M3 - Article
SN - 1070-9908
VL - 19
SP - 183
EP - 186
JO - IEEE Signal Processing Letters
JF - IEEE Signal Processing Letters
IS - 4
M1 - 6138293
ER -