• DocumentCode
    1532869
  • Title

    Modeling the noise influence on the Fourier coefficients after a discrete Fourier transform

  • Author

    Schoukens, Johan ; Renneboog, J.

  • Author_Institution
    Vrije Univ., Brussels, Belgium
  • Issue
    3
  • fYear
    1986
  • Firstpage
    278
  • Lastpage
    286
  • Abstract
    An analysis is made to study the influence of time-domain noise on the results of a discrete Fourier transform (DFT). It is proven that the resulting frequency-domain noise can be modeled using a Gaussian distribution with a covariance matrix which is nearly diagonal, imposing very weak assumptions on the noise in the time domain.
  • Keywords
    fast Fourier transforms; random noise; signal processing; spectral analysis; Fourier coefficients; Gaussian distribution; covariance matrix; discrete Fourier transform; frequency-domain noise; signal processing; spectral analysis;
  • fLanguage
    English
  • Journal_Title
    Instrumentation and Measurement, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9456
  • Type

    jour

  • DOI
    10.1109/TIM.1986.6499210
  • Filename
    6499210