Beruflich Dokumente
Kultur Dokumente
139
Lehrstuhl A fiir Mathematik, Rheinisch- Westfdlische Technische Hochschule, 5100 Aachen, Federal Republic of Germany
Received 10 June 1982
Revised 2 November 1982
Abstract. Several sampling representations for bandlimited and non-bandlimitedfunctions and their derivatives, as well as
of the Hilbert transform and its derivatives are established. Estimates for the aliasing errors are given. All results are
deduced from a general theorem which in turn is a consequence of the Parseval formula for Fourier series. Two examples
are worked out.
Zusammenfassung. Fiir bandbegrenzte und nicht bandbegrenzte Funktionen und ihre Ableitungen sowie fiir die Hilberttransformierte und deren Ableitungen werden verschiedene Darstellungen als Abtastreihen bewiesen. Abschiitzungen fiir
den 'Aliasing-Fehler' werden angegeben. Alle Ergebnisse werden aus einem allgemeinen Satz abgeleitet, der wiederum
eine Folgerung aus der Parsevalformel fiir Fourierreihen ist. Zwei Beispiele werden durchgerechnet.
R6sum6. On 6tablit plusieurs th6or~mes d'6chantillonnage pour des fonctions fi bande limit6e ou non et leurs d6riv6es ainsi
que pour la transform6e de Hilbert et ses d6riv6es. Des estimations des erreurs de recouvrement sont donn6es. Tousles
r6sultats sont d6duits d'un th6or~me g6n6ral lui-m~.mecons6quence de la formule de Parseval pour les s6ries de Fourier.
Deux exemples sont trait6s.
Keywords. Generalized sampling theorems, aliasing error, error estimates, Hilbert transform.
1. Introduction
T h e S h a n n o n s a m p l i n g t h e o r e m [11] states that a n y f u n c t i o n g, b a n d l i m i t e d to [ - ~ r W , ~rW], can b e
r e c o n s t r u c t e d for all real values of t f r o m its s a m p l e s at the p o i n t s k~ W, n a m e l y
g(t) = ~
g(k/W) sinc(Wt-k),
(1.1)
k =-oo
'
(1.2)
~'rrU
g(k/W)sinc'(Wt-k).
(1.3)
k=-oo
140
Since the assumption g being bandlimited is a mathematical idealization, several authors have dealt
with the extensions of the foregoing results to not necessarily bandlimited functions. In that case one
can show that (1.1) holds approximately, i.e.
(1.4)
k=--oo
provided the Fourier transform g^ of g is absolutely integrable over the real axis (cf. [2, 3, 6, 7, 9, 12,
16]). Moreover, there exist estimates for the so called aliasing error occurring when a non-bandlimited
function g is replaced by its sampling expansion for some fixed W > 0. For example,
Ig(t)-
~
k =-ao
g(k/W)sinc(Wt-k)l<~f
"11" J l v l > ~ r W
tg^(v)ldv.
(1.5)
Corresponding results are known for the derivatives g', g", and the Hilbert transform g" (cf. [7]). The
basic hypothesis here is that g^ should be integrable; this enables one to use Fourier analytic tools in
the proofs.
Another quite different approach to generalized sampling theorems is based on the residue theorem
of complex function theory. Assuming g to belong to a suitable class of analytic functions, one can show
that (1.4) holds, and that
[g(t)-
~.
(1.6)
k =-oo
M and a being positive constants depending on g. Derivatives and Hilbert transform can also be handled
in this frame (el. [10, 14]).
The aim of this paper is to give a comprehensive but elementary approach to several expansions of
g, g" and their derivatives, covering both the bandlimited and non-bandlimited case. In the latter case
bounds for the aliasing error are given. The surprising fact is that our general theorem (Theorem 1)
when applied to the particular sampling expansions mentioned above not only gives error estimates of
the same order but also with the same constants as those obtained by other methods. This is especially
so with those deduced by function theoretic methods in [14] (see the remark after proposition 5). Our
method of proof is based upon a slight modification of the famous Parseval formula for Fourier coefficients
(see (2.3) below).
2. Preliminaries
In the following all functions f, g , . . . are defined on the real axis R and are assumed to be complex-valued
and Lebesgue measurable. LP(R), 1 ~<p ~<oo, is the space of those f for which the norm
oo
is finite. Similarly, L~,,w consists of those functions which are 2~ W-periodic for some W > 0 and integrable
to the pth power over (-'rrW, ~rW) if 1 ~ p <co, or essentially bounded if p = m. Finally, C(R) denotes
the set of all continuous and bounded functions on R, and B V ~ is the set of all functions w l ~ h are of
bounded variation on each compact interval of N.
Signal
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141
The Fourier transform o f / e LE(R) is defined as the function jr" e L2(R) satisfying
I r u>
R--,oo
--R
If f e L2(R)n C(R) is such that f" e L:(R), then one has the inversion formula
f(t)
f^(v) e i' dv
(t e R).
(2.1)
More generally, if (iv)rf^(v)e L I(R) for some r e P := {0, 1, 2 . . . . }, then the rth derivative of f exists as
a continuous function, and (cf. [5, Proposition 5.1.17])
~z~l f~
(iv)'f^(v)e itv dv
f(r)(t)=~
'
(tea).
(2.2)
-oo
[g]w(k )
1 Ig(u)e-iku/Wdu
:= 2"rrW ,,w
(keZ:={0'+l"4-2'
""
"})"
As mentioned above, the Parseval formula will be basic for the following. It states that for gl, g2 ~ L2~w
there holds (cf. [5, Propositions 4.1.7 and 4.2.2]):
or gl e L2~wc~ BVloc, g2 ~ L 2=w,
1
1
2~rW
I~_Wg:(u)g2(u)du = : [g:]w(k)[g2]w(k),
,w
k=-~
(2.3)
the bar denoting the complex conjugate. The modification which will be needed below is given by:
Proposition 1. Let f l e L 2wW t"3BVIoc and/2 E L 1(~ ). Then
fi(u)h(u)
du
--cO
[f,]w(k)f2(k/W)
^
"
(2.4)
k = -co
h(u+2k~rW).
:
k=--oo
It belongs to L ~ w , satisfying
[f2*]w(k) =f~(k/W)
(k ~Z),
(2.5)
I::f,(u)f,(u)d
2~rW _
=~
oo
I oofl(u)f2(u) du.
Inserting now (2.5) and (2.6) into (2.3) with gl = f l and g2 =]2* proves the assertion.
(2.6)
[]
Note that in the sum of (2.4) one has a mixed product of Fourier coefficients with Fourier transforms.
Vol. 5, No. 2, March 1983
142
Let g ~ L 2 ( ~ ) ~
C(~)
with g^~ L I(R) and let h ~ BVloc be such that the product hg ^ belongs
to L ~(R). _q'
1
oo
f(t) : = j - - ~ ~-o~g^(v)h(v) e "v dv (t ~ R),
(3.1)
then
f(t)
J2-~W k=-oo
W/
\W
<~~
(t, x ~ R),
(3.2)
where
hw(v).={h(v),
Ivl< w,
"
[vl>-~rW.
tO,
Proof. Fix t, x, and let 0 (v) be the 21r W-periodic extension of h w (v) e-i(x-t)v from the interval (-~r W, ~rW]
to the real axis. Now apply Proposition 1 with/l(V) = O(v) and/2(v) = gA(v) e -ixv to obtain
'k~/Wdvjl
(3.3)
the second equality being valid in view of the Fourier inversion formula (2.1) and the identity #(v)=
hw(v) e -i(~-')v for v ~ (-wW, ~rW]. This representation for the sum in (3.2) yields the desired inequality,
since
[f(t)___~I~O(v)g.(v)e,XVdvl
= I-~-~I~,>,,w
1
_
g^(v){h(v)e"~-O(v) e,X~}d v
-< l-~--I
Ig~(v)lllh(v)l+llhwll~}dv.
[]
It should be mentioned that the assumptions upon g and h do generally not imply the convergence
to zero of the right hand side in (3.2). In the applications of the next section, however, we always do
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143
have convergence to zero. This means that f can be approximated arbitrarily closely by the series in
(3.2), uniformly with respect to t, x e R.
In this section we wish to study the simultaneous sampling of a function and its derivatives. To this
end we choose the function h in Theorem 1 as (iv) r and define the rth absolute moment of a function f
by
m(f;
luirlf(u)l du
-oo
I I
lulrlf(u)ldu
With this notation, the assumptions g^e Lz(R) and h (v)g^(v) = (iv)~g^(v) E Lz(R) of Theorem 1 can be
equivalently expressed by the sole condition m (g^; r ) < oo.
Theorem 2. Let g E L2(R) ~ C(R) be such that m (g^; r) < oo for some r E P. Then g ~r)e C ( ) and
Ig~r)(t) -
sinc(Wt-Wx-k)l<<-2mw(g^;r)
(t, x e f f ~ ; W > O ) .
(4.1)
k =-oo
(4.2)
g^(v)(iv)reit~dv
g(~)(t) = ~--~w
(tsR).
--oo
Comparing this with (3.1) we have that f(t)= g~)(t) and h (v)= (iv) '. Now the Fourier transform of h w
is given by
h
(io) r
(u) =
- -
e -i= dv = ( - 1 ) '
r
e -i" dv
144
Note that Theorem 2 contains in particular the representation (1.1) for bandlimited functions. Indeed,
if g e L2(R)C3 C(R) is bandlimited to [-'rr W, ~W], then g^(v) vanishes for almost all [v l >'trW implying
m(g^; r ) < co for all r e P and row(g^; r ) = 0. So (1.1) follows from (4.1) for x = 0. The representation
(4.2) in case that g is analytic can be found in [10; 14].
The derivatives of the sinc-function occurring in (4.1) can be easily calculated by Leibniz' rule. Indeed,
( - 1 ) ' r ! ~L , ,,i(~ru) i . ,
x.
smtwu + 2/'rr),
---'-7"gT 2. t - l ) ~
~u
i=o
r+l
'
u # O,
u=Oandreven,
O,
u = 0 and r odd.
Ig(t)- ~
g(k/W)sinc(Wt-k)<-2mw(g^;O)
(teN).
(4.3)
k = -oo
g'(t)-rcW
g'(t)-
[k\[cos'tr(Wt-k)
~'(-'~-k)
~--2"-oogtw)/
sin'tr(Wt-k)]l
..
' ^ 1)
<-zmwtg ;
(teR),
(4.4)
y/
k \(--1)kwI
oo /
k=_oog~t+-~)----~---I <-2row(g^; 1) ( t e R ) 1,
(4.5)
(4.6)
g-W
[~r(Wt-k)] a
[~r(Wt k)]:
~r(Wt-k) J
<-2mw(g';2)
g"(t)-"-~r2W2
I~g(t)+2k~'
(
k \ ( - 1 ) k+l W2ll
g t+-~)
-~
~ <~2mw(g^;2)
(teR).
(teR)
(4.7)
(4.8)
All the moments on the right hand side tend to zero for W-~oo; this implies that the function g and its
derivatives are approximated by the series in question uniformly with respect to t.
The inequalities (4.3), (4.4) and (4.7) follow by Theorem 2 for x = 0, (4.5) and (4.8) for x = t, and (4.6)
for x = t+ 1/2W.
~oo
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145
The estimate (4.3) of Corollary 1 can be found in [2, 3, 6, 7, 9, 12, 16] whereas (4.4) and (4.5) were
proved in [7], however with larger constants on the right hand side and under more restrictive assumptions
upon g. For (4.6) in the bandlimited case see [1, p. 211], and for estimates of the left hand side of (4.3)
under assumptions upon g different from ours see [4, 13, 15].
-g(t-U)du
= P V ~lI~- g(t-U)du"
u
u]>8
oo
It belongs again to L2(R), and one has [g']^(v)= ( - i sgn v)g^(v) a.e. Furthermore, if g^LI(R), then
g ' C(g~) and there holds in view of (2.1)
g^(v)(-isgnv)eitVdv
g'(t) = ~
(tN).
(5.1)
oo
If re(g^; r ) < oo, then one obtains from (2.2) the representation
[g'](r~(t)=~
(teR).
(5.2)
f , -n-W
= ( -1 ) r + l ( d )
I[g']'r)(t)-- k=-oo
~- g(x +k~(d~rsinc'(Wt-Wx-k)w]\dt]
(5.3)
146
Note that this result again contains the bandlimited case (1.3). For results on analytic functions see
[14]. The derivatives of sinc" are given by
(-1)'r!/
___h_;Tr|l_cos~u - ~ (_l)J(rru)
,
1.
--~-.,/ cost'rru+~l'rr/,j
i=1
(d-~)' sinc'(u)=. 0,
u ~0,
u = 0 and r even,
_(_1)(,+1)/2,tr ,
r+l
u = 0 and r odd.
We conclude this section with some particular expansions that follow from T h e o r e m 3 for r = 0, 1 by
choosing x = 0 and x = t, respectively.
If g^~Ll(R), then
g'(t)
( k ) l-cslr(Wt-k) I
- k=-oo
~ g -W
~r(Wt-k)
--g'(t)-~=_~ g ( k )
g'(t)-
(b)
oo
sin2[~(Wt - k ) ]
[~r(Wt-k)]
-2
<~2mw(g^;O) (t~R),
(5.4)
(t~R).
(5.5)
1)
(t ~ R),
(5.6)
;1) (t~R).
(5.7)
The two estimates (5.4) and (5.5) are essentially contained in [7]. There, however, they are deduced
separately. For the bandlimited case see also [17].
6. Error estimates
The aim of this section is to give estimates for the truncated moments row(g^; r) in terms of the
function g itself. These lead to bounds for the aliasing error in Theorems 2 and 3, and the corresponding
corollaries which do not involve the Fourier transform g^. We restrict ourselves to the space L x(R) c~ C (),
a proper subset of L2(R) c~ C(R) used so far. To this end we introduce for r ~ P the class C'(R) of functions
possessing a continuous derivative of order r in C(R). If r e ~J := {1, 2, 3 . . . . } and f~ LI(R)c',, cr-I(R) is
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147
(V # O)2
(6.1)
/2
(r+s+l)
mw(g^;r)~<~llg
S~
II1W-
(W>O).
The proof follows immediately from (6.1) and the estimate [f^(v)[ ~<Ilfll~ applied to g(r+s+l).
The assumption of the existence of g('+~+~) can be weakened by using the concept of Lipschitz classes.
For f L~(~) we define the modulus of continuity by
(w>0)
(6.2)
(v~O).
1) Ti's-1/2 __W-S-a+ 1
(W > 0).
Instead of the Lipschitz condition one can also assume that g('') is a function of bounded variation
on R. Indeed, one has
Proposition 4. Let g L I ( R ) n C r+s-1 (R). I f there exists a function q~ of bounded variation such that
mw(g ;r)<~-----z~[Var~0]-~W -s
SW
(W>0).
oo
lg^(v)l=(iv)-'-s-x~f_e-i~Xd~(x)l<_-~lvl
-r-s-1
Results similar to those of Propositions 3 and 4 were proved in [7] under the assumption g being
timelimited. Concerning Proposition 4 see also [8].
2 T h r o u g h o u t this section the F o u r i e r t r a n s f o r m is to be u n d e r s t o o d as [^(v) = (1/~/2~r)~_oo-~o f(u) e-iv" du.
Vol. 5, No. 2, March 1983
148
I;
xHmoo
If(x + iy)l dy = 0
X(f, ~ = ) = lim [
y-~a--
[[f(x +iy)l+[f(x
J_co
If(x-iy)Idx} e -a~,
v>O
--00
I:(v)l-<
(6.3)
lim 11---~f~ ]f(x+iy)ldx}e a~,
y-.a- tx/2~r J-oo
v<0
for each f e ~ (~a). The case v > 0 of (6.3) follows by integrating the function f(z) e -ivz around a rectangle
with corners R, + R - i t / and letting R -~ oo, ~7~ a - , and the case v < 0 analogously by integrating
around R, R + i,/.
Using (6.3) and the inequality
oo
c vre-~dv<~(r!e-1)c'e-C
(c~>l)
(6.4)
m(g^;r)<~
r[
e'ffr-1
2a
N(g'~a)Wre-~"w
(W>~(a~r)-a)"
(6.5)
Using the fact that e x t> 2 sinh x, Theorem 2 equipped with the estimate (6.5) gives the same bounds
as can be found in [14, (3.24)] where they were deduced by purely function theoretic methods. For
estimates concerning Theorem 3 in case of g e ~ ( ~ = ) and r = 0 see [14, (3.42)].
7. Examples
In this section we apply some of the formulae deduced above to particular functions g. First we consider
gl(t) = 1/(1 + t2), having the Fourier transform g*l(v) = ~
e -Ivl. Hence corollary l(a) yields
1ll+fl
Signal Processing
~"
W2
I ~<2e -~W
k=_=W2+k2sinc(Wt-k)
(teR;W>O).
(7.1)
149
In practice, however, one has to replace the infinite series by the finite sum from - N to N, leading
to the so called truncation error, namely
]kl>N w E
-k )
W 2
(--1)k2wt sin "rrWt
W2+k 2sinc(Wt
= k =N+I~WE+k 2 ~r((Wt)2-k 2)
which depends on N, t and W. Assuming that No~>y max{Wltl, W} for some 3' > 1, one has
oo
(_l)k
W 2
N-2
(N >~No)
(7.2)
in view of the fact that an alternating series like that in (7.2) can be estimated by the absolute value of
its first term. A combination of both errors in (7.1) and (7.2) now gives
l+t 2
N
W 2
2WItl
k=~_NWE+k
2sinc(Wt-k) ] ~<2e-"w+.rr(y2_l---~
N -2
(tER;
W>O;N>~No).
(7.3)
Using Corollary l(b) one obtains by the same method for the derivative g~ the estimate
I -2t
sin~r(Wt-k) !
W E Jcos,r(Wt-k)
(t n ; W > 0, N ~>No).
(7.4)
1-1t[,
/ 0,
It[~<l,
Itl>l.
Since the derivative g~ is a.e. equal to a function with total variation 4, we can apply Corollary l(a) and
Proposition 4 to obtain
g2(t)
"1 Ik[
-E(--ffjsinc(Wt-k)
I
<Sw-a
(t
; W>0).
(7.5)
g2(t)=l{(l+t)
"tr
log[l+tl-(1-t)logll-tl-2t
log)l}
(tR),
Ig2(t)-ik~w(X-[~-)l-csTr(Wt-k)~r(Wt-k)
<~8W-1
(tN;W>0).
(7.6)
It would also be possible to make use of Proposition 3 instead of Proposition 4, but one would obtain
larger bounds on the right hand side (7.5) and (7.6).
Vol. 5, No. 2, March 1983
150
8. Tables
In the following tables we have evaluated the finite sums in (7.3)-(7.6), denoted by SN(gl; t), S~v(gt; t),
Sw(g2; t) and Sw(g2; t), respectively, for certain N, W and t, and compared then with the exact values
of the function in question, giving the third entries of the tables.
Table 1
SN(g~; t); W = 3 , N = 15
Sw(gl; t)
gl(t)
]SN(gl; t)-gl(t)[
0.1
0.3
0.5
0.7
0.9
0.990123
0.917458
0.799864
0.671196
0.552658
0.990099
0.917431
0.800000
0.671141
0.552486
0.000024
0.000027
0.000136
0.000055
0.000172
Table 2
S~-(gl; t); W = 3 . 5 , N = 2 0
t
S~v(gl; t)
g~(t)
IS~v(gl; t ) - g ~ (t)l
0.1
0.3
0.5
0.7
0.9
-0.196117
-0.504857
-0.640145
-0.630736
-0.548888
-0.196059
-0.505008
-0.640000
-0.630602
-0.549434
0.000058
0.000151
0.000145
0.000133
0.000546
Table 3
Sw(g2; t); W = 4 5
Sw(g2; t)
g2(t)
ISw(g2;t)-g2(t)l
0.1
0.3
0.5
0.7
0.9
0.900760
0.699765
0.500105
0.299995
0.099724
0.900000
0.700000
0.500000
0.300000
0.100000
0.000760
0.000235
0.000105
0.000005
0.000276
Table 4
S~v(g2; t); W = 35
t
Sw(g2; t)
g2(t)
]Sw(g2; t ) - g2(t)]
0.1
0.3
0.5
0.7
0.9
0.210577
0.418141
0.524664
0.561176
0.522098
0.210143
0.417982
0.524549
0.561055
0.521847
0.000434
0.000159
0.000115
0.000121
0.000251
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151
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