Asymptotic Error for Windowed Discrete Fourier Transforms

Abstract

The windowed discrete Fourier transform (DFT) is a widely used tool in countless signal processing applications. Surprisingly, there has been little analysis of the accuracy for the processing of random bandlimited signals. This report derives an error formula at leading asymptotic order in the number of data samples. The formula applies to essentially any window function, with explicit results tabulated for some of the most common cases. The asymptotic error is shown to agree well with Monte Carlo results, even for very small numbers of samples.

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Document Details

Document Type
Technical Report
Publication Date
Aug 25, 2006
Accession Number
ADA452964

Entities

People

  • A. F. Yegulalp

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Accuracy
  • Asymptotic Series
  • Digital Signal Processing
  • Discrete Fourier Transforms
  • Equations
  • Errors
  • Frequency
  • Integrals
  • Intervals
  • Mathematics
  • Random Variables
  • Sampling
  • Signal Processing
  • Standards
  • Test And Evaluation
  • Time Intervals

Fields of Study

  • Engineering

Readers

  • Approximation Theory.