The Fast Fourier Transform for Experimentalists Part Ⅲ: Classical Spectral Analysis

摘要

Each article in this continuing series on the fast fourier transform (FFT) is designed to illuminate new features of the wide-ranging applicability of this transform. This segment deals with some aspects of the spectrum estimation problem. Before we begin, here's a short refresher about two elements we introduced previously, windowing and convolution. As we noted in those installments, a convolution is an integral that expresses the amount of overlap of one function as it is shifted over another. The result is a blending of the two functions?