Finite-record filtering for bandlimited signals

Large errors may be produced by filtering finite-length records extracted from a discrete signal instead of filtering the signal itself. The knowledge that the signal is bandlimited in some particular way may be used to reduce these errors, particularly around the ends of the record. An optimal finite-record filtering technique that uses this information is presented here that performs the filtering operation by a single matrix multiplication. An improvement to the basic algorithm is also presented that permits the bandwidth of the signal to be estimated from knowledge of average-power characteristics of the original signal.