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conference paper

Statistical Optimality of Hermite Splines

Uhlmann, V.
•
Fageot, J.  
•
Gupta, H.
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2015
Proceedings of the Eleventh International Workshop on Sampling Theory and Applications (SampTA'15)

Hermite splines are commonly used for interpolating data when samples of the derivative are available, in a scheme called Hermite interpolation. Assuming a suitable statistical model, we demonstrate that this method is actually optimal for reconstructing random signals in Papoulis' generalized sampling framework. We focus on second-order Lévy processes—the integrated version of Lévy processes—and rely on cubic Hermite splines to approximate the original continuous-time signal from its samples and its derivatives at integer values. We statistically justify the use of this reconstruction scheme by demonstrating the equivalence between cubic Hermite interpolation and the linear minimum mean-square error (LMMSE) estimation of a second-order Lévy process. We finally illustrate the cubic Hermite reconstruction scheme on an example of a discrete sequence sampled from the realization of a stochastic process.

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Type
conference paper
DOI
10.1109/SAMPTA.2015.7148885
Author(s)
Uhlmann, V.
Fageot, J.  
Gupta, H.
Unser, M.  
Date Issued

2015

Publisher

IEEE

Published in
Proceedings of the Eleventh International Workshop on Sampling Theory and Applications (SampTA'15)
Issue

Washington DC, USA

Start page

226

End page

230

URL

URL

http://bigwww.epfl.ch/publications/uhlmann1502.html

URL

http://bigwww.epfl.ch/publications/uhlmann1502.pdf

URL

http://bigwww.epfl.ch/publications/uhlmann1502.ps
Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIB  
Available on Infoscience
September 18, 2015
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/118207
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