Abstract
For the filtering of peaks in periodic signals, we specify polynomial filters that are optimally localized in space. The space localization of functions f having an expansion in terms of orthogonal polynomials is thereby measured by a generalized mean value ε(f). Solving an optimization problem including the functional ε(f), we determine those polynomials out of a polynomial space that are optimally localized. We give explicit formulas for these optimally space localized polynomials and determine in the case of the Jacobi polynomials the relation of the functional ε(f) to the position variance of a well-known uncertainty principle. Further, we will consider the Hermite polynomials as an example on how to get optimally space localized polynomials in a non-compact setting. Finally, we investigate how the obtained optimal polynomials can be applied as filters in signal processing.
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Communicated by Michael Frazier.
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Erb, W. Optimally Space Localized Polynomials with Applications in Signal Processing. J Fourier Anal Appl 18, 45–66 (2012). https://doi.org/10.1007/s00041-011-9184-3
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DOI: https://doi.org/10.1007/s00041-011-9184-3