A weighted averaging method for treating discontinuous spectral data

Abstract We introduce a weighted averaging method for improving the inevitable error induced by the Gibbs phenomenon appearing in a spectral approximation for a discontinuous function. In the result we have a family of filters generalizing the well known Fejer filter. In addition, for high resolution recovery, we propose an adaptive filter which is competitive with the existing exponentially convergent adaptive filter. Several numerical examples are included to show the applicability of the method presented.

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