Extrapolation and spectral estimation for bandlimited signals

This paper presents methods for optimally estimating a desired linear functional of a bandlimited signal from a given set of measurements. The error measure used is the maximum magnitude of the difference between the desired linear functional of the signal and its estimate normalized by the norm of the signal. The estimate is a linear combination of the signal measurements. These techniques have been used on a finite number of time samples to solve the equivalent problems of extrapolation of the time function and spectral estimation of frequency points.