+
+
+
Generates the associated polynomials for a set of discrete prolate spheroidal
+sequences (dpss). Used for accurate estimation of polynomial trends.
+
+
+
+
+
+
Arguments
+
- V
+a dpss (Slepian) sequence array, as computed by dpss.
+
+
+- maxdeg
+maximum degree of associated polynomials to estimate and return.
+
+
+
+
Value
+
+
+
Returns a list of three elements, of which the second is the associated polynomials,
+stored as N * (maxdeg + 1).
+
+
+
Details
+
Computes the Discrete Prolate Spheroidal Sequences Associated
+Polynomials for given N and given (pre-computed) matrix V
+of dimension N * K, concentration NW.
+Takes parameter maxdeg as maximum degree.
+
Based on the algorithm developed by Thomson (2001).
+
+
+
References
+
Thomson, D.J (2001)
+Spectrum estimation and harmonic analysis. Proceedings of the IEEE
+Volume 70, number 9, pp. 1055--1096.
+
Thomson, D.J. (2001) Inverse Constrained Projection Filters.
+Proc. SPIE 4478, Wavelets: Applications in Signal and Image Processing IX, 172
+(December 5, 2001); doi:10.1117/12.449708
+
+
+
+
Examples
+
library("tsinterp")
+
+# compute associated polynomials for given dpss
+dw <- multitaper::dpss(n = 100, k = 12, nw = 6)$v
+dwap <- dpssap(V = dw, maxdeg = 3)
+
+
+
+