L2 sampled signal reconstruction with causality constraints - Part II: Theory

Gjerrit Meinsma, L. Mirkin

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    Abstract

    This paper provides the theoretic foundation for the design of optimal reconstructors (also known as interpolators/holds) with a prescribed degree of causality. A compact frequency- domain solution is derived that mimics known interpolation tech- niques for ordinary transfer functions. In parallel, an extensive state space solution is documented. It complements the frequency- domain solution in that it constructively proves the various claims, and it also makes the solution concrete. The state space solution re- quires the solution of one Riccati and one Lyapunov matrix equation.
    Original languageUndefined
    Pages (from-to)2273-2285
    Number of pages13
    JournalIEEE transactions on signal processing
    Volume60
    Issue number5
    DOIs
    Publication statusPublished - May 2012

    Keywords

    • EWI-22843
    • Hybrid model matching
    • Signal reconstruction
    • Causality
    • METIS-296200
    • IR-83566
    • L2 optimizattion

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