A fast algorithm for extrapolation of discrete band-limited signals
A fast algorithm for exact extrapolation of a discrete-time periodic band-limited signal from its known values in an interval having the same length as the bandwidth of the signal is presented. The procedure is a simple autoregression on the time-domain values of the signal, and it is much simpler than previous algorithms for discrete-discrete extrapolation, which required computation of large pseudoinverses. The procedure is highly parallelizable, and the computational savings are especially significant for multidimensional signal extrapolation. Three sample numerical examples are shown: (1) noiseless 1-D extrapolation; (2) noiseless 2-D extrapolation; and (3) band-limited noisy 1-D extrapolation.<<ETX>>