Title :
A fast algorithm for extrapolation of discrete band-limited signals
Author :
Soltanian-Zadeh, Hamid ; Yagle, Andrew E.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
Abstract :
A fast algorithm for exact extrapolation of a discrete-time periodic band-limited signal from its known values in an interval having the same length as the bandwidth of the signal is presented. The procedure is a simple autoregression on the time-domain values of the signal, and it is much simpler than previous algorithms for discrete-discrete extrapolation, which required computation of large pseudoinverses. The procedure is highly parallelizable, and the computational savings are especially significant for multidimensional signal extrapolation. Three sample numerical examples are shown: (1) noiseless 1-D extrapolation; (2) noiseless 2-D extrapolation; and (3) band-limited noisy 1-D extrapolation.<>
Keywords :
computational complexity; discrete time systems; extrapolation; multidimensional digital filters; parallel algorithms; signal processing; time-domain analysis; autoregression; computational savings; discrete-time periodic band-limited signal; fast algorithm; multidimensional signal extrapolation;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on
Conference_Location :
Minneapolis, MN, USA
Print_ISBN :
0-7803-7402-9
DOI :
10.1109/ICASSP.1993.319567
