IRREGULAR SAMPLING IN ESTIMATION OF THE RESPONSE FUNCTION

Vladimir ZAIATS
Universitat de Vic
Barcelona, Spain


ABSTRACT

We develop the ideas of irregular sampling applied to the problem of estimation of the impulse response function of a time-invariant continuous linear system using discrete-time input-output cross-correlograms. Even though it may seem that estimation of the impulse response function is similar to that of the correlation function (the response function is recovered through the input-output cross-correlation when the system is enjoyed by a white noise), there is a generic difference between these two functions: the correlation function is always symmetric whereas the impulse response function need not have this property. Moreover, in causal systems the impulse response function equals zero on the negative half-line. Therefore new features in estimation of this function arise. For earlier results on the problem.



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