Extrapolation algorithms for discrete signals with application in spectral estimation

DOI10.1109/TASSP.1981.1163639MaRDI QIDQ3036614zbMATH OpenOpenAlexFDO

Authors Anil K. Jain, Surendra Ranganath

Publication date 1981

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1981.1163639

zbMATH Keywords

spectral estimationextrapolationconjugate gradient algorithmband-limited sequencesminimum norm least squaresnoiseless observationsperiodic-discrete prolate shperoidal sequencesrecursive extrapolation filter

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cited in

(14)

• Fast algorithms for the computation of Fourier extensions of arbitrary length
• Composition-aware spectroscopic tomography
• A Donoho-Stark criterion for stable signal recovery in discrete wavelet subspaces
• Effective band-limited extrapolation relying on Slepian series and \(\ell^1\) regularization
• On the limit of sampled signal extrapolation with a wavelet signal model^∗
• Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces
• Band-limited signal extrapolation by truncated Bernstein polynomials
• Spatio-spectral limiting on discrete tori: adjacency invariant spaces
• On the computation of the SVD of Fourier submatrices
• Estimation of target density functions in time-varying environments
• The extrapolation theorem for discrete signals in the offset linear canonical transform domain
• Optimality of certain iterative and non-iterative data extrapolation procedures
• Function approximation on arbitrary domains using Fourier extension frames
• How exponentially ill-conditioned are contiguous submatrices of the Fourier matrix?

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