Reconstruction of Stationary Processes Sampled at Random Times

  • B. Lacaze
Part of the Information Technology: Transmission, Processing, and Storage book series (PSTE)


The reconstruction of a deterministic function from a finite or infinite number of its values is an old problem initially studied by I. Newton, E. Waring and J. L. Lagrange. This chapter addresses the problem of reconstructing a stationary process (rather than deterministic function) from observations at known or unknown instants. In the first case, the reconstruction depends explicitly on the known instants. In the second case, the unknown instants are modelled by random variables whose joint distributions allow to define interpolation formulas.


Random Process Random Time Uniform Sampling Interpolation Formula Continuous Random Variable 
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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • B. Lacaze
    • 1
  1. 1.TéSAToulouse CedexFrance

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