Abstract
We consider the interpolation and prediction of continuous-time second-order random processes from a finite number of randomly sampled observations using Lagrange polynomial estimators. The sampling process (t/sub 1/) is a general stationary point process on the real line. We establish upper bounds on the mean-square interpolation and prediction errors and determine their dependence on the mean sampling rate /spl beta/ and on the number of samples used. Comparisons with the Wiener-Hopf estimator are given.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
