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Adaptive windowed Fourier transform - MaRDI portal

Adaptive windowed Fourier transform (Q1853410)

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scientific article; zbMATH DE number 1856756
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Adaptive windowed Fourier transform
scientific article; zbMATH DE number 1856756

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    Adaptive windowed Fourier transform (English)
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    21 January 2003
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    Adaptive Fourier transform with a data-driven window function is proposed in the paper. The algorithm, based on the confidence intervals intersection, is used for determination of the window length. It produces an adaptive, close to optimal, bias-to-variance trade-off. A generalization for the case of time-varying signals is given. Numerical examples and statistical analysis illustrate and confirm the presented theory.
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    adaptive Fourier transform
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    data-driven window function
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    time-varying signals
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