A sampling theorem for multivariate stationary processes

DOI10.1016/0047-259X(83)90012-XzbMath0509.60034MaRDI QIDQ1838220

Mohsen Pourahmadi

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

sampling theoremmultivariate process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

Density in L2(Γ,μ) of Certain Families of Functions on LCA Groups Related to the Multi-Channel Sampling Problem ⋮ JH-singularity and JH-regularity of multivariate stationary processes over LCA groups

Cites Work

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• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• The decomposition of matrix-valued measures
• A Sampling Theorem for Stationary (Wide Sense) Stochastic Processes
• The Shannon sampling theorem—Its various extensions and applications: A tutorial review
• Sampling Theorems for Nonstationary Random Processes

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