Effects of downsampling on statistics of discrete-time semi-Markov processes

Document Type

Conference Proceeding

Publication Date



In this paper, we first present a novel approach to finding the statistics of the downsampled sequence of a discrete time semi-Markov process in terms of the sojourn time distributions and states transition matrix of the resulting process. Moreover, we further show that the statistics of the original semi-Markov process cannot be uniquely determined given the downsampled sequence. This suggests a singularity issue resulting from the downsampling regardless of the bandwidth of the original process. Numerical results based on derived theoretical investigation have been further verified using simulations.

Publication Source (Journal or Book title)

2015 49th Annual Conference on Information Sciences and Systems, CISS 2015

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