加权范数迭代修正外推算法

Extrapolation with iterative weighted norm modification algorithm

信号外推应用广泛，以往的讨论均对信号有所限制。本上提出一种基于使加权范数最小化的迭代算法，最大限度地降低对信号形式的要求，从而具有更加广泛的应用前景。文中针对两种常见情形讨论了算法的快速实现。最后以谱估计为例的仿真表明，该算法具有提高分辨率、降低旁瓣等优点。

Extrapolation has a wide application which all put some limitation on the signal. Based on minimizing the weighted norm, this paper proposed a iterative algorithm taking the signal out of the above bounds,which makes it be used more widely. The fast realization are discussed for two familiar cases. The results of the simulation indicate that the iterative algorithm can enhance resolution and reduce sidelobe for application of spectral estimation.