Intuitive Guide to Fourier Transform and the Spectrum
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Beschreibung
This book helps a practitioner develop an intuitive understanding of the Fourier transform and its application to data analysis. The authors start with the Fourier series and progress step-by-step from CTFT, DTFT, discrete Fourier transform (DFT) to the Fast Fourier Transform (FFT). Each equation is accompanied by a detailed explanation and graphs. The book also covers the application of the Fourier transform to random signals and how to assess their spectral distribution. Spectrum analysis using both the Parseval's and the Wiener-Khintchine-Einstein theorems of power estimation are discussed. Periodogram and Autopower, the two most common methods of doing non-parametric spectral analysis, are discussed and guidelines are given for creating low-variance, low-bias spectrum using windows and ACF truncation. The book includes numerous examples, detailed explanations and plots, making difficult concepts clear and easy to grasp.
This book helps a practitioner develop an intuitive understanding of the Fourier transform and its application to data analysis. The authors start with the Fourier series and progress step-by-step from CTFT, DTFT, discrete Fourier transform (DFT) to the Fast Fourier Transform (FFT). Each equation is accompanied by a detailed explanation and graphs. The book also covers the application of the Fourier transform to random signals and how to assess their spectral distribution. Spectrum analysis using both the Parseval's and the Wiener-Khintchine-Einstein theorems of power estimation are discussed. Periodogram and Autopower, the two most common methods of doing non-parametric spectral analysis, are discussed and guidelines are given for creating low-variance, low-bias spectrum using windows and ACF truncation. The book includes numerous examples, detailed explanations and plots, making difficult concepts clear and easy to grasp.
Presents a comprehensive course on data analysis using Fourier transform, and how to use it with ease
Aides in comprehending the Fourier analysis and its myriad forms, such as DFT, DTFT, CTFT etc
Includes numerous examples, detailed explanations and plots, making difficult concepts clear and easy to grasp
Autor*in
Charan Langton
Themen in »Intuitive Guide to Fourier Transform and the Spectrum«
Fourier transform numerical analysis large data analysis spectrum spectral estimation Frequency domain time domain