Generalized Lanczos method for signal smoothing

This paper proposes a new signal smoothing method which is applicable to any type of signal. This method is a direct extension of the Lanczos signal smoothing method for the truncated Fourier series. The method coincides with the classical Lanczos method if basis functions of a signal space are trigonometric functions. The proposed method is applied to the smoothing for the truncated series of the Hermite functions which are the eigenfunctions of the Fourier transformation.