A Closed Equation in Time Domain for Band-Limited Extensions of One-Sided Sequences

DOI10.1109/TSP.2017.2759081MaRDI QIDQ4621530zbMATH OpenOpenAlexFDO

Authors Nikolai Dokuchaev

Publication date 12 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.02298

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: The paper suggests a method of optimal extension of one-sided semi-infinite sequences of a general type by traces of band-limited sequences in deterministic setting, i.e. without probabilistic assumptions. The method requires to solve a closed linear equation in the time domain connecting the past observations of the underlying process with the future values of the band-limited process. Robustness of the solution with respect to the input errors and data truncation is established in the framework of Tikhonov regularization.

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