Use of Singular Value Decomposition and Decimation in Discrete-Time Band-Limited Signal Extrapolation

摘要

The problem of extrapolating a band-limited signal in discrete time is viewed as one of solving and underdetermined system of linear equations. Choosing the minimum norm least-squares (MNLS) solution is one criterion for signaling out an extrapolation from all the possible solutions to the linear system. Use of the Moore-Penrose inverse yields the MNLS solution, and singular value decomposition (SVD) provides a means for implementing the Moore-Penrose inverse.