dpssap: Discrete Prolate Spheroidal Sequence Associated Polynomials

In wesleyburr/tsinterp: Time Series Interpolation

Discrete Prolate Spheroidal Sequence Associated Polynomials

Description

Generates the associated polynomials for a set of discrete prolate spheroidal sequences (dpss). Used for accurate estimation of polynomial trends.

Usage

dpssap(V, maxdeg)

Arguments

V	a dpss (Slepian) sequence array, as computed by dpss.
maxdeg	maximum degree of associated polynomials to estimate and return.

Details

Computes the Discrete Prolate Spheroidal Sequences Associated Polynomials for given N and given (pre-computed) matrix V of dimension N * K, concentration NW. Takes parameter maxdeg as maximum degree.

Based on the algorithm developed by Thomson (2001).

Value

Returns a list of three elements, of which the second is the associated polynomials, stored as N * (maxdeg + 1).

References

Thomson, D.J (2001) Spectrum estimation and harmonic analysis. Proceedings of the IEEE Volume 70, number 9, pp. 1055–1096.

Thomson, D.J. (2001) Inverse Constrained Projection Filters. Proc. SPIE 4478, Wavelets: Applications in Signal and Image Processing IX, 172 (December 5, 2001); doi:10.1117/12.449708

Examples

library("tsinterp")

# compute associated polynomials for given dpss
dw <- multitaper::dpss(n = 100, k = 12, nw = 6)$v
dwap <- dpssap(V = dw, maxdeg = 3)

wesleyburr/tsinterp documentation built on Jan. 28, 2024, 11:16 a.m.