On Walsh differentiable dyadically stationary random processes
- 1 July 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 28 (4) , 612-619
- https://doi.org/10.1109/tit.1982.1056528
Abstract
Some basic properties of dyadically stationary (DS) processes are introduced, including continuity and spectral representation. A sampling theorem based on the Walsh functions is investigated for random signals that are not necessarily sequency-limited. By using the concept of a dyadic derivative, the resulting aliasing error is calculated together with the speed of convergence. An example gives a glimpse into the possibilities of applying the sampling theorem as well as the dyadic derivative.Keywords
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