Signal and System Approximation from General Measurements

Abstract

In this paper we analyze the behavior of system approximation processes for stable linear time-invariant (LTI) systems and signals in the Paley–Wiener space \(\mathcal{P}\mathcal{W}_{\pi }^{1}\). We study approximation processes, where the input signal is not directly used to generate the system output but instead a sequence of numbers is used that is generated from the input signal by measurement functionals. We consider classical sampling which corresponds to a pointwise evaluation of the signal, as well as several more general measurement functionals. We show that a stable system approximation is not possible for pointwise sampling, because there exist signals and systems such that the approximation process diverges. This remains true even with oversampling. However, if more general measurement functionals are considered, a stable approximation is possible if oversampling is used. Further, we show that without oversampling we have divergence for a large class of practically relevant measurement procedures.