Exponential weighting algorithms for reconstruction of bandlimited signals

摘要

The problem of reconstruction of bandlimited signals from discrete, noisy observations is considered. Whittaker-Shannon interpolation series-based estimates involving the weighting factors are proposed. It is shown that they converge as the sampling rate increases to infinity. The rate of convergence of the double exponential weighting algorithm is established. These results are corroborated in computer simulations.