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A numerical algorithm for extrapolation of transfer functions
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DOI：10.1016/S0165-1684(03)00041-0.png)
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A numerical approach for extrapolation of frequency-domain transfer functions is presented. The algorithm is based on a result of Krein and Nudel'man on approximation of arbitrary functions by minimum-energy transfer functions. Regularization is included yielding a mechanism for adjusting the tradeoff between accuracy and stability. The algorithm is verified by several numerical examples using noise-free, noisy, and experimental input data. The extrapolation method is also applied to the synthesis of optimal finite-bandwidth filters. (C) 2003 Elsevier Science B.V. All rights reserved.
Keyword:
extrapolation
transfer functions
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