A NOTE ON PROLATE SPHEROIDAL WAVE FUNCTIONS AND PROLATE FUNCTION BASED NUMERICAL INVERSION METHODS

Polynomials are one of most important and widely used numerical tools in dealing with a smooth function on a bounded domain and trigonometric functions work for smooth periodic functions. However, they are not the best choice if a function has a bounded support in space and in frequency domain. The Prolate Spheroidal wave function (PSWF) of order zero has been known as a best candidate as a basis for band-limited functions. In this paper, we review some basic properties of PSWFs defined as eigenfunctions of bounded Fourier transformation. We also propose numerical inversion schemes based on PSWF and present some numerical examples to show their feasibilities as signal processing tools.