ON THE EFFICIENT INTERPOLATION OF STOCHASTIC BAND-LIMITED SIGNALS

Interpolation of stochastic band-limited signals is of relevance both from the thee theoretical point of view and application purposes. It i s well-known that the classical interpolation method for band-limited signals, which follows from the Whittaker-Kotel'nikov- Shannon samplin g theorem, provides the appropriate answer to exactly reconstruct them . Unfortunately, whenever an open domain is in question, only truncate d versions of cardinal series expansions can be employed and this gene rates artifacts on the interpolated data. In particular, the quality o f the interpolation scheme affects the data statistics and is a releva nt issue which must be carefully examined. An interpolation scheme, wh ich minimizes statistical artifacts, is therefore of great interest. I n this paper we propose the use of two efficient interpolation schemes and demonstrate that they provide much better results than the trunca ted cardinal series expansion.