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Summary:
The paper deals with optimal discrete signal representation by the system of discrete orthonormal exponentials with conjugate pairs of exponents on digital computer. The necessary condition of approximation error minimization of the energy approximation both over $n$ coefficients and $n$ exponents leads to a system of $2n$ equations which are nonlinear in exponents. The equivalent condition is found by means of interpretation in the abstract vector space which, however, requires solutions of the system of nonlinear algebraic equations. A linear iterative method is proposed for solution of the described equation system. Examples illustrating the theoretical conclusions of the method described are presented. The method provides a minimum number of parameters characteristic of the signal given while preserving the required accuracy of signal approximation, on the one hand, and is suitable for use for empiric discrete signals not known analytically, on the other.
References:
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