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A three-pole filter understanding of the average value of a Fourier series and comparison with Hodrick-Prescott filter

Minskya, Ksovim (2016): A three-pole filter understanding of the average value of a Fourier series and comparison with Hodrick-Prescott filter.

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Abstract

This paper develops a method of analyzing average value of a complex-valued function that can be represented as a Fourier series satisfying a few realistic restrictions. This method may be useful when Discrete Fourier transform is highly inefficient, and comparison with Hodrick-Prescott filter is made.

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