Design linear discrete-time systems and filters and analyze their behavior. Represent continuous-time signals and linear systems in discrete time, so that such signals can be recovered in continuous ...

Sigma-delta converters are widely used today in applications demanding high precision and accuracy. A variant of the sigma-delta architecture, called the continuous-time sigma delta (CT-S?), has long ...

High-frequency financial data are not only discretely sampled in time but the time separating successive observations is often random. We analyze the consequences of this dual feature of the data when ...

Observing non-repetitive and statistically rare signals that occur on short timescales requires fast real-time measurements that exceed the speed, precision and record length of conventional ...