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time_series:fft [2014/08/11 19:12] – phreazer | time_series:fft [2014/08/11 22:02] (current) – phreazer | ||
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$\hat{a}_k = \sum^{N-1}_{j=0} e^{-2\pi * i * \frac{jk}{N}} * \hat{a}_j$ | $\hat{a}_k = \sum^{N-1}_{j=0} e^{-2\pi * i * \frac{jk}{N}} * \hat{a}_j$ | ||
- | $e^-i\dots$ | + | Komplexe Exponentialfunktion: |
- | $e^-x = \cos x - i sin \x$ | + | $e^{-x} = \cos x - i \sin x$ |
+ | $X[k] = \sum^{N-1}_{n=0} X[n] \cos(\omega_k * n) - i \sum^{N-1}_{n=0} X[n] \sin(\omega_k * n)$ | ||
+ | $\omega_k= \frac{2 \pi k}{N}$ | ||
+ | |||
+ | Multiplikation und Summierung => Korrelation | ||
+ | |||
+ | Maß für Anwesendheit von Cosinus (Reelle Zahlen) / Sinus Wellen (Imaginäre Zahlen) | ||
+ | |||
+ | k => Anzahl der Zyklen. | ||
+ | |||
+ | Positive Zahlen => |