Abstract
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 language | Undefined |
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Pages (from-to) | 2260-2272 |
Number of pages | 13 |
Journal | IEEE transactions on signal processing |
Volume | 60 |
Issue number | 5 |
DOIs | |
Publication status | Published - May 2012 |
Keywords
- EWI-22841
- Model matching
- IR-83565
- Signal reconstruction
- METIS-296199
- Sampling