Approximation scheme for essentially bandlimited and space-concentrated functions on a disk

We introduce an approximation scheme for almost bandlimited functions which are sufficiently concentrated in a disk, based on their equally spaced samples on a Cartesian grid. The scheme is based on expanding the function into a series of two-dimensional prolate spheroidal wavefunctions, and estimating the expansion coefficients using the available samples. We prove that the approximate expansion coefficients have particularly simple formulas, in the form of a dot product of the available samples with samples of the basis functions. We also derive error bounds for the error incurred by approximating the expansion coefficients as well as by truncating the expansion. In particular, we derive a bound on the approximation error in terms of the assumed space/frequency concentration, and provide a simple truncation rule to control the length of the expansion and the resulting approximation error.