A frequency domain weighting function approach to extrapolation

A new extrapolation algorithm has been developed which is linear, noise tolerant, and computationally efficient. A bandwidth measure is defined in terms of a general frequency weighting function, and the extrapolated signal is calculated as the signal that minimizes this measure. The minimization involves the solution of a Toeplitz set of linear equations. Several properties of this technique are developed that are useful in gaining insight into the form of a solution. The algorithm is more efficient than any of its predecessors, since the coefficients of the equations have closed forms. A second advantage of the algorithm is that it is not restricted to band-limited signals. A third advantage of this technique is that it is linear.<
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