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 ...

Comprehensive introduction to analysis of continuous and discrete-time signals and systems. Linear time-invariant systems, convolution; Fourier series representations of periodic signals; Continuous ...

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 ...