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Mean-Squared Error Sampling and Reconstruction in the Presence of Noise

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1 Author(s)
Yonina C. Eldar ; Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa

One of the main goals of sampling theory is to represent a continuous-time function by a discrete set of samples. Here, we treat the class of sampling problems in which the underlying function can be specified by a finite set of samples. Our problem is to reconstruct the signal from nonideal, noisy samples, which are modeled as the inner products of the signal with a set of sampling vectors, contaminated by noise. To mitigate the effect of the noise and the mismatch between the sampling and reconstruction vectors, the samples are linearly processed prior to reconstruction. Considering a statistical reconstruction framework, we characterize the strategies that are mean-squared error (MSE) admissible, meaning that they are not dominated in terms of MSE by any other linear reconstruction. We also present explicit designs of admissible reconstructions that dominate a given inadmissible method. Adapting several classical estimation approaches to our particular sampling problem, we suggest concrete admissible reconstruction methods and compare their performance. The results are then specialized to the case in which the samples are processed by a digital correction filter

Published in:

IEEE Transactions on Signal Processing  (Volume:54 ,  Issue: 12 )