time_series:fft

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time_series:fft [2014/08/11 21:06] – angelegt phreazertime_series:fft [2014/08/12 00:02] (current) phreazer
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 ====== Discrete Fourier Transform ====== ====== Discrete Fourier Transform ======
  
 +$\hat{a}_k = \sum^{N-1}_{j=0} e^{-2\pi * i * \frac{jk}{N}} * \hat{a}_j$
  
 +Komplexe Exponentialfunktion:
 +$e^{-x} = \cos x - i \sin x$
  
 +$X[k] = \sum^{N-1}_{n=0} X[n] \cos(\omega_k * n) - i \sum^{N-1}_{n=0} X[n] \sin(\omega_k * n)$
 +
 +$\omega_k= \frac{2 \pi k}{N}$
 +
 +Multiplikation und Summierung => Korrelation
 +
 +Maß für Anwesendheit von Cosinus (Reelle Zahlen) / Sinus Wellen (Imaginäre Zahlen)
 +
 +k => Anzahl der Zyklen.
 +
 +Positive Zahlen =>
  • time_series/fft.1407783966.txt.gz
  • Last modified: 2014/08/11 21:06
  • by phreazer