Accession Number:

ADA137517

Title:

Harmonizable Filtering and Sampling of Time Series.

Descriptive Note:

Technical rept.,

Corporate Author:

CALIFORNIA UNIV LOS ANGELES DEPT OF MATHEMATICS

Personal Author(s):

• Chang,D. K.

Report Date:

1983-11-15

Pagination or Media Count:

29.0

Abstract:

For an output series of a harmonizable process, assumed to be the result of a linear filter, it is desired to obtain the input series. Precise conditions under which this is possible are described for polynomial and integral filters. An extension of the Kotelnikov-Shannon formula for sampling harmonizable processes is given. The inversion is illustrated on an acoustic data with a sixth order polynomial filter in detail.

Descriptors:

• *Mathematical models
• *Time series analysis
• *Linear filtering
• Sampling
• Polynomials
• Acoustic data
• Spectra
• Stationary
• Inversion
• Harmonics
• Signal to noise ratio

Subject Categories:

• Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE