Stochastic Wiener Filter in the White Noise Space

In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the Wiener filter over a suitable space of stochastic distributions introduced by Kondratiev. The main idea throughout this paper is to use the nuclearity of this spaces in order to view the random variables as bounded multiplication operators (with respect to the Wick product) between Hilbert spaces of stochastic distributions. This allows us to use operator theory tools and properties of Wiener algebras over Banach spaces to proceed and characterize the Wiener filter equations under the underlying randomness assumptions

Information Loss and Anti-Aliasing Filters in Multirate Systems

This work investigates the information loss in a decimation system, i.e., in a downsampler preceded by an anti-aliasing filter. It is shown that, without a specific signal model in mind, the anti-aliasing filter cannot reduce information loss, while, e.g., for a simple signal-plus-noise model it can. For the Gaussian case, the optimal anti-aliasing filter is shown to coincide with the one obtained from energetic considerations. For a non-Gaussian signal corrupted by Gaussian noise, the Gaussian assumption yields an upper bound on the information loss, justifying filter design principles based on second-order statistics from an information-theoretic point-of-view.Comment: 12 pages; a shorter version of this paper was published at the 2014 International Zurich Seminar on Communication

Slanted matrices, Banach frames, and sampling

In this paper we present a rare combination of abstract results on the spectral properties of slanted matrices and some of their very specific applications to frame theory and sampling problems. We show that for a large class of slanted matrices boundedness below of the corresponding operator in $\ell^p$ for some $p$ implies boundedness below in $\ell^p$ for all $p$. We use the established resultto enrich our understanding of Banach frames and obtain new results for irregular sampling problems. We also present a version of a non-commutative Wiener's lemma for slanted matrices