NUMERICAL OPERATIONS ON RANDOM FUNCTIONS.
CRUFT LAB HARVARD UNIV CAMBRIDGE MASS
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The work investigates the problem of obtaining a sampled-data representation of a random function, and operating on this representation to obtain approximate reconstruction of the random function or the result of performing a linear operation on it. The author considers cases in which the input is available to the presampling filter only for a finite time, and only a finite number of samples are available for reconstruction. He describes a set of computer programs in which the optimum filters are designed, and the associated mean squared errors evaluated, by time-domain techniques. These programs compute the effects of both sampling errors and quantization errors. He includes quantitative comparisons of PCM system performance with Shannons rate-distortion function. Author
- Statistics and Probability