A sampling theorem for multivariate stationary processes Academic Article uri icon

abstract

  • The notion of sampling for second-order q-variate processes is defined. It is shown that if the components of a q-variate process (not necessarily stationary) admits a sampling theorem with some sample spacing, then the process itself admits a sampling theorem with the same sample spacing. A sampling theorem for q-variate stationary processes, under a periodicity condition on the range of the spectral measure of the process, is proved in the spirit of Lloy's work. This sampling theorem is used to show that if a q-variate stationary process admits a sampling theorem, then each of its components will admit a sampling theorem too. 1983.

published proceedings

  • Journal of Multivariate Analysis

author list (cited authors)

  • Pourahmadi, M.

citation count

  • 3

complete list of authors

  • Pourahmadi, Mohsen

publication date

  • January 1, 1983 11:11 AM