One-step Band-limited Extrapolation Using Empirical Orthogonal Functions
Jianfeng Weng · 2006
Under an a priori assumption of bandwidth, a one-step band-limited extrapolation procedure is systematically developed based on approximating the Fourier transform of the signal by a polynomial. In time domain, this is equivalent to expanding the known signal segment on a band-limited basis function set. The rationale of the proposed scheme is to further generate adaptively a set of empirical orthogonal functions (EOF's) purely from the sample values of this bandlimited basis function set. Computer simulation has been conducted and the results verify the effectiveness of the proposed scheme