Harmonizable Filtering and Sampling of Time Series.
CALIFORNIA UNIV LOS ANGELES DEPT OF MATHEMATICS
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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.
- Numerical Mathematics