Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - I
David Slepian, H. O. Pollak · Bell System Technical Journal · 1961
A complete set of bandlimited functions is described which possesses the curious property of being orthogonal over a given finite interval as well as over (− ∞, ∞). Properties of the functions are derived and several applications to the representation of signals are made.