On bandlimited, time-concentrated signal extrapolation

This presentation addresses the problem of extrapolating discrete-time, bandlimited signals, which have been observed over a short time-interval, and whose energy is known to be concentrated in an other finite time-interval. The approximate length and location of this concentration interval, and the bandwidth of the sequence are both assumed to be known. The criteria used to pick the extrapolation is that it be consistent with the given data, and have the least energy outside the concentration interval.