摘要

We consider the linear estimation of square integrable signals from jittered noisy samples. We establish an expression for the integrated mean-square error for correlated jitter and noise processes. We also find the optimal weights of the linear filter. For the case of independent identically distributed (i.i.d.) noise and jitter processes, and a suboptimal filter, we derive the asymptotic distribution of the estimate of the signal. Numerical examples are presented.

  • 出版日期2011-1