ABSTRACT

All of the techniques discussed in this book deal, in one way or another, with one fundamental problem: Estimate the values of a function f(x) from finitely many (usually noisy) measurements related to f(x); here x can be a multi-dimensional vector, so that f can be a function of more than one variable. To keep the notation relatively simple here, we shall assume, throughout this chapter, that x is a real variable, but all of what we shall say applies to multi-variate functions as well. In this chapter we begin our

to which we shall

In this section we present one of the most useful finite-parameter model, the finite Fourier series. The notation may seem unusual, but it is chosen for convenience later, when we discuss the Fast Fourier Transform (FFT).