Extrapolation and spectral estimation for bandlimited, time-concentrated signals
- 24 March 2005
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 4, 190-193
- https://doi.org/10.1109/icassp.1979.1170813
Abstract
The equivalent problems of extrapolation and spectral estimation are formulated as deterministic estimation problems for the class of bandlimited signals which are concentrated in a known time interval. Estimators are derived which minimize the maximum magnitude of the error over the class of bandlimited, time-concentrated signals. The dependence of this minimum error on bandwidth, degree of time-concentration, and measurement errors (noise) is discussed. Practical examples are presented using discrete prolate spheroidal sequences to compute spectral estimation and extrapolation operators.Keywords
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