A state-space approach to optimum postfiltering of sampled data

In this paper, we apply state-space techniques to the problem of reconstructing a random continuous-time waveform from its discrete-time samples. The optimal zero-lag filter that accomplishes this is well known, but to our knowledge the smoothing problem has not been previously considered in this co...

Full description

Saved in:
Bibliographic Details
Published in:Information sciences 1975, Vol.9 (4), p.279-298
Main Authors: Yeh, Yern, Rushforth, Craig K.
Format: Article
Language:English
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In this paper, we apply state-space techniques to the problem of reconstructing a random continuous-time waveform from its discrete-time samples. The optimal zero-lag filter that accomplishes this is well known, but to our knowledge the smoothing problem has not been previously considered in this context. We develop smoothing algorithms in the mixed-time framework appropriate to the interpolation problem, and then compare our results with those obtained previously in discrete time. Our results are related to those previously obtained in a simple and intuitive way, and the required computations are straightforward modifications of those described previously for purely discrete and purely continuous time.
ISSN:0020-0255
1872-6291
DOI:10.1016/0020-0255(75)90028-6