engleski

On a very tight truncation error bound for stationary processes

A very tight truncation error upper bound is established for band-limited weakly stationary stochastic processes if the sampling interval is closed. In particular, the magnitude of the upper bound is $\mathcal O(N^{; ; ; ; ; -q}; ; ; ; ; \ln N)$ for a symmetric sampling reconstruction from 2N+1 sampled values, $q$ fixed positive integer. Finally, convergence rates are given for the mean-square and almost sure truncation sampling reconstructions.

Truncation error; band-limited stochastic signal; mean-square convergence

nije evidentirano