One-step Band-limited Extrapolation Using Empirical Orthogonal Functions

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