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Discrete-time Fourier transform

About: Discrete-time Fourier transform is a research topic. Over the lifetime, 5072 publications have been published within this topic receiving 144643 citations. The topic is also known as: DTFT.


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Journal ArticleDOI
TL;DR: In this paper, the authors present new discrete Fourier transform methods which are recursive, expressible in state variable form, and involve real number computations, which are especially useful for running Fourier transformation and for general and multirate sampling.
Abstract: This paper presents new discrete Fourier transform methods which are recursive, expressible in state variable form, and which involve real number computations. The algorithms are especially useful for running Fourier transformation and for general and multirate sampling. Numerical examples are given which illustrate the ability of these spectral observers to operate at sampling rates other than the Nyquist rate, to perform one-step-per-sample updating, and to converge to the spectrum in the presence of severe numerical truncation error.

146 citations

Journal ArticleDOI
TL;DR: In this article, the empirical characteristic function and its extension for stationary time series are shown to be fundamental tools which support numerically simple inference procedures having arbitrarily high asymptotic efficiency and certain robustness features as well.
Abstract: Common statistical procedures such as maximum likelihood and M-estimation admit generalized representations in the Fourier domain. The Fourier domain provides fertile ground for approaching a number of difficult problems in inference. In particular, the empirical characteristic function and its extension for stationary time series are shown to be fundamental tools which support numerically simple inference procedures having arbitrarily high asymptotic efficiency and certain robustness features as well. A numerical illustration involving the symmetric stable laws is given.

146 citations

Journal ArticleDOI
TL;DR: Heat fluctuations over a time tau in a nonequilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components and the exact Fourier transform of the distribution of these fluctuations is found.
Abstract: Heat fluctuations over a time tau in a nonequilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic potential which is moved with constant velocity. Using a Langevin equation, we find the exact Fourier transform of the distribution of these fluctuations for all tau. By a saddle-point method we obtain analytical results for the inverse Fourier transform, which, for not too small tau, agree very well with numerical results from a sampling method as well as from the fast Fourier transform algorithm. Due to the interaction of the deterministic part of the motion of the particle in the mechanical potential with the stochastic part of the motion caused by the fluid, the conventional heat fluctuation theorem is, for infinite and for finite tau, replaced by an extended fluctuation theorem that differs noticeably and measurably from it. In particular, for large fluctuations, the ratio of the probability for absorption of heat (by the particle from the fluid) to the probability to supply heat (by the particle to the fluid) is much larger here than in the conventional fluctuation theorem.

145 citations

Journal ArticleDOI
TL;DR: In this paper, the authors consider the special case of a triangle with a vertex at the origin, and assume that the characteristic function of any triangle is a linear combination of characteristic functions of triangles with vertices at zero.
Abstract: Inequality (1) follows from the special case in which P is a triangle with a vertex at the origin; for any polygon breaks up into triangles, and the characteristic function of any triangle is a linear combination of characteristic functions of triangles with vertices at zero. Consequently, we can assume P has the form P= {(x, y)C£S\\ (x> y)-t

144 citations

Journal ArticleDOI
TL;DR: An algorithm to reconstruct a high- resolution image from multiple aliased low-resolution images, which is based on the generalized deconvolution technique, and it is shown that the artifact caused by inaccurate motion information is reduced by regular- ization.
Abstract: While high-resolution images are required for various applica- tions, aliased low-resolution images are only available due to the physi- cal limitations of sensors. We propose an algorithm to reconstruct a high- resolution image from multiple aliased low-resolution images, which is based on the generalized deconvolution technique. The conventional approaches are based on the discrete Fourier transform (DFT) since the aliasing effect is easily analyzed in the frequency domain. However, the useful solution may not be available in many cases, i.e., the underdeter- mined cases or the insufficient subpixel information cases. To compen- sate for such ill-posedness, the generalized regularization is adopted in the spatial domain. Furthermore, the usage of the discrete cosine trans- form (DCT) instead of the DFT leads to a computationally efficient recon- struction algorithm. The validity of the proposed algorithm is both theo- retically and experimentally demonstrated. It is also shown that the artifact caused by inaccurate motion information is reduced by regular- ization. © 1999 Society of Photo-Optical Instrumentation Engineers. (S0091-3286(99)00508-5)

142 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
202321
202249
20216
202015
201917
201834