Discrete prolate spheroidal wave functions and interpolation.

The authors describe an algorithm for the interpolation of burst errors in discrete-time signals that can be modeled as being band-limited. The algorithm correctly restores a mutilated signal that is indeed band-limited. The behavior of the algorithm when applied to signals containing noise or out-of-band components can be analyzed satisfactorily with the aid of asymptotic properties of the discrete prolate spheroidal sequences and wave functions. The effect of windowing can also be described conveniently in terms of these sequences and functions