Prediction by samples from the past with error estimates covering discontinuous signals
IEEE Transactions on Information Theory
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Some formulas for the prediction of the values of a band-limited function based on its samples from the past are generalized by including past samples of its first derivative. The new sums, developed by an approach based on Newton series, make it possible to double the distance between the sample points. The resulting formulas are shown to apply to the prediction problem for a large class of entire functions of exponential type. In addition, a related prediction formula which uses past samples of successively higher derivatives is shown to behave similarly to the Taylor series approximation, again for a class of functions that includes the band-limited functions.