Abstract
Below, we briefly report on the progress in the development of the Filter Diagonalization technique when filtering is carried out with the aid of Finite Fourier Transform (FFT) eigenfunctions. During recent years interest in these functions, also known as 'prolates', or 'slepians', has increased among scientists doing research in the field of signal processing. The main explanation to this follows from the set of very special extremal and orthogonality properties exibited by the FFT eigenfunctions. Recent results of Walter and Shen on sampling with prolate spheroidal functions will necessary produce a new wave of interest. In the presented, Filter diagonalization machinery, we show that the sampling formula of Walter and Shen simplifies essentially the computation of matrix elements as certain 2D-integrals involving FFT eigenfunctions.
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