Szczegóły publikacji
Opis bibliograficzny
Signal estimation from level crossings using conditional minimum mean square error predictor / Maciej ORDOWSKI, Mirosław PAWLAK, Dominik RZEPKA, Marek MIŚKOWICZ // W: EBCCSP 2022 [Dokument elektroniczny] : 8th International conference on Event-Based Control, Communication and Signal Processing : 22–24 June 2022, Cracow, Poland : [on-line] : proceedings. — Wersja do Windows. — Dane tekstowe. — [Piscataway] : IEEE, cop. 2022. — Dod. ISBN: 978-1-6654-5350-9. — e-ISBN: 978-1-6654-5349-3. — S. [1–6]. — Wymagania systemowe: Adobe Reader. — Bibliogr. s. [5–6], Abstr. — Publikacja dostępna online od: 2022-08-18
Autorzy (4)
Słowa kluczowe
Dane bibliometryczne
| ID BaDAP | 144531 |
|---|---|
| Data dodania do BaDAP | 2023-01-27 |
| Tekst źródłowy | URL |
| DOI | 10.1109/EBCCSP56922.2022.9845541 |
| Rok publikacji | 2022 |
| Typ publikacji | materiały konferencyjne (aut.) |
| Otwarty dostęp |  |
| Wydawca | Institute of Electrical and Electronics Engineers (IEEE) |
Abstract
This paper is focused on the interpolation of a signal modeled by a random process from a set of discretetime measurements. The process of signal sampling is studied as a conditioning of a random process at instants of its discrete-time observations. The analysis shows that even if an input is modeled by a stationary Gaussian process, the conditional random process with a set of observations at sampling instants, is still Gaussian but non-stationary. By the adoption of standard properties of the multivariate normal distribution, we derive the mean of the conditional process, which is at the same time the minimum mean-square error (MMSE) predictor for signal reconstruction based on the given information represented by the observations. It is shown that for Gaussian signals, the MMSE predictor is a linear function of the observed data. For bandlimited signals, the conditional MMSE predictor coincides to the well-known MMSE reconstruction derived by Yen based on the deterministic approach. Although the approach covers any measurement scheme, possibly non-uniform in time, the study is narrowed down to the interpolation of the signal from its level-crossing samples. The accuracy of the MMSE reconstruction has been verified by simulations.
