L2 sampled signal reconstruction with causality constraints - Part I: Setup and solutions

Gjerrit Meinsma, L. Mirkin

    Research output: Contribution to journalArticleAcademicpeer-review

    6 Citations (Scopus)


    This paper studies the problem of reconstructing an analog signal from its sampled measurements, in which the sampler (acquisition device) is given and the reconstructor (interpolator/hold) is the design parameter. We formulate this problem as an L2 (Wiener/Kalman filtering like) optimization problem and place the main emphasis on a systematic incorporation of causality constraints into the design procedure. Specifically, the optimization problem is solved under the constraint that the interpolation kernel is l-causal for a given l in N, i.e., that its impulse response is zero in the time interval (-infty,-lh), where h is the sampling period. We present a closed-form state-space solution of the problem, which can be efficiently calculated and implemented.
    Original languageUndefined
    Pages (from-to)2260-2272
    Number of pages13
    JournalIEEE transactions on signal processing
    Issue number5
    Publication statusPublished - May 2012


    • EWI-22841
    • Model matching
    • IR-83565
    • Signal reconstruction
    • METIS-296199
    • Sampling

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