Minimax Approximation of Representation Coefficients From Generalized Samples

@article{Dvorkind2007MinimaxAO,
  title={Minimax Approximation of Representation Coefficients From Generalized Samples},
  author={Tsvi G. Dvorkind and Hagai Kirshner and Yonina C. Eldar and Moshe Porat},
  journal={IEEE Transactions on Signal Processing},
  year={2007},
  volume={55},
  pages={4430-4443}
}
Many sources of information are of analog or continuous-time nature. However, digital signal processing applications rely on discrete data. We consider the problem of approximating L2 inner products, i.e., representation coefficients of a continuous-time signal, from its generalized samples. Adopting a robust approach, we process these generalized samples in a minimax optimal sense. Specifically, we minimize the worst approximation error of the desired representation coefficients by proper… CONTINUE READING

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