Szegö polynomials associated with Wiener-Levinson filters (Q2639828)

Edited and shortened version of the authors' abstract: Szegö polynomials (SP) are studied in connection with Wiener-Levinson filters formed from discrete signals. Main interest is focused on the frequency analysis problem of finding the unknown frequencies \(\omega_ j\), when the signal is a trigonometric polynomial. Associated with this signal is the sequence of monic SP orthogonal on the unit circle with respect to a distribution function. Several theorems are given to support a conjecture that in the limiting case the zeros of SP with largest modulus approach the points \(\exp (i\omega_ j)\). It is shown that the reciprocal SP are Padé numerators for a meromorphic function related to the Szegö function.