An efficient, noise tolerant, linear extrapolator

The extrapolation algorithms are commonly used to replace large intervals of bad or missing data, given knowledge of the original signal´s autocovariance or cutoff frequencies. Present algorithms work well on idealized signals, but perform poorly when applied to noisy signals likely to be encountered in a real-world situation. A novel approach for extrapolation is developed which involves the solution of a Toeplitz set of linear equations. The advantages of the algorithm are that it is more efficient than its predecessors. It is not restricted to bandlimited signals and is linear