Date & Time: Tuesday, February 12, 2013 15:15-16:15.
Venue: Ramanujan Hall
Title: Spectrum estimation of continuous time processes under constraint on inter-sample spacing
Speaker: Dr. Radhendushka Srivastava, Cornell University
Abstract: A practical constraint that comes in the way of spectrum estimation of a continuous time stationary stochastic process is that of a minimum separation between successively observed samples of the process. When the underlying process is not band-limited, sampling at any uniform rate leads to the problem of non-identifiability (aliasing), while certain stochastic sampling schemes, including Poisson process sampling, are rendered infeasible by the constraint of minimum separation. In this talk, we show that, subject to this constraint, no point process sampling scheme is alias-free for the class of all spectra. Subsequently, we restrict our attention to the class of band-limited spectra and show that certain point process sampling schemes under this constraint can be alias-free. However, the usual construction of a consistent spectrum estimator does not work in such a case. We propose a new spectrum estimator which is consistent under the said constraint.