A systematic development of the probability properties of fast Fourier transform coefficients is presented as part of an investigation of the statistical precision of ocean 1vave directional spectra. Since the spectra were computed on the basis of the fast (" finite ") Fourier transform coefficients of the water level elevation, the probabilistic variations are quite relevant to the overall problem . This development satisfies the purpose of providing a consistent set of convention s and definitions for the investigation.The current importance of the fast Fourier transform in data analysis is the availability of many computer programs for rapid computation of the coefficients. Its use and results are available in various references, but some lack clear expression in the literature. Hence, this compilation assembles these varied results in a coherent, unified development.
Statistical Properties of Fast Fourier Transform Coefficients Computed from Real-Valued, Covariance-Stationary, Periodic Random Sequences
Technical Paper ; TP 76-9
1976
2135840
Report
Elektronische Ressource
Englisch
British Library Online Contents | 1994
|The Fast Fourier Transform (FFT)
Springer Verlag | 2008