HILBERT TRANSFORMS FROM INTERPOLATION DATA.

Abstract

The authors study the generation of stable transfer functions for which the real or imaginary part takes prescribed values at discrete uniformly spaced points on the unit circle. Formulas bounding the error between a particular interpolating function and any function consistent with the data are presented, which have the desirable property that the error goes to zero exponentially fast with the number of interpolating points. The generation of stable minimum-phase transfer functions for which the magnitude takes prescribed values at uniformly spaced points on the unit circle is examined, and error bounds for this problem are presented. A connection with the discrete Hilbert transform is made. The effect of uncertainty in the original data is examined. Show more