Abstract: Suppose KY and KX are large sets of observed and
reference signals, respectively, each containing N signals. Is it possible to construct a filter F : KY → KX that requires a priori
information only on few signals, p N, from KX but performs better than the known filters based on a priori information on every
reference signal from KX? It is shown that the positive answer is
achievable under quite unrestrictive assumptions. The device behind
the proposed method is based on a special extension of the piecewise
linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from
the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.