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The application of prolate spheroidal wave functions to the detection and estimation of band-limited signals

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1 Author(s)

A solution to the detection Fredholm equation for band-limited noise and signal is presented which makes use of the dual orthogonality and completeness of the prolate spheroidal wave functions. Although data are available only on a finite interval, the detector in principle achieves the same optimum performance as if the interval were infinite. This apparent anomaly is resolved in an example.

Published in:

Proceedings of the IEEE  (Volume:58 ,  Issue: 2 )