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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.
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '79. (Volume:4 )
Date of Conference: Apr 1979