time_series:fft

This is an old revision of the document!


Discrete Fourier Transform

$\hat{a}_k = \sum^{N-1}_{j=0} e^{-2\pi * i * \frac{jk}{N}} * \hat{a}_j$

$e^-i\dots$

Komplexe Exponentialfunktion: $e^{-x} = \cos x - i \sin x$

$X[k] = \sum^{N-1}_{j=0} X[j] \cos(\omega_k * j) - i \sum^{N-1}_{j=0} X[j] \sin(\omega_k * j)$

Multiplikation und Summierung ⇒ Korrelation

  • time_series/fft.1407784706.txt.gz
  • Last modified: 2014/08/11 21:18
  • by phreazer