Band-Limited Signal Extrapolation Using Least Squares Approximation By Prolate Spheroidalwave Functions

Abstract

This paper is concerned with the band-limited signal extrapolation using a truncated series of Prolate spheroidal wave functions. Our aim is to investigate the extent to which it is possible to extrapolate signal from its samples taken in a finite interval. It is often believed that this extrapolation method depends on computing definite integrals. We show an alternative approach by using the least squares method. We briefly discuss performance of these two methods in the presence of noise and the possibility of using this algorithm for real-time data processing. Finally the extrapolation algorithm is tested with real data from a microphone array.