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Everything about Multidimensional sampling

In digital signal processing, multidimensional sampling is the process of converting a function of a multidimensional variable into a discrete collection of values of the function measured on a discrete set of points. This article presents the basic result due to Petersen and Middleton on conditions for perfectly reconstructing a wavenumber-limited function from its measurements on a discrete lattice of points. This result, also known as the Petersen–Middleton theorem, is a generalization of the Nyquist–Shannon sampling theorem for sampling one-dimensional band-limited functions to higher-dimensional Euclidean spaces. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Multidimensional samplingA 5-minute orientation
  2. Skim a recent paper: Multidimensional Kantorovich modifications of exponential sampling seriesInfluential work since 2022
  3. Pick up a classic book: The Analysis Of Survey DataThe most-reprinted book on the subject
  4. Read the landmark paper: Latin hypercube sampling with multidimensional uniformityCited 162 times
  5. Go sideways: LPBoostA closely related topic
  6. Go sideways: Lindelöf's theoremA closely related topic

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