Quantization and sampling of not necessarily band-limited signals

This paper presents novel results on the joint problem of sampling and quantization of non bandlimited signals. Existing literature typically focuses either on sampling in the absence of quantization, or, conversely, studies quantization for already sampled signals. Our emphasis here is on the issues that arise at the intersection of these two design problems. We argue that the joint problem can be formulated and solved to any desired level of accuracy, using moving horizon optimization methods. We present several examples which show that consideration of the combined sampling and quantization problem gives important performance gains, relative to strategies which don't specifically address the interaction between these two problems.