Accuracy analysis of some fast Fourier transform algorithms for estimation of correlation functions

DOI10.1007/BF01068620zbMath0752.65101OpenAlexW2082409123MaRDI QIDQ4007484

O. S. Kondratenko, V. K. Zadiraka, S. S. Mel'nikova

Publication date: 27 September 1992

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01068620

zbMATH Keywords

correlationalgorithmsfast Fourier transformerror analysisautocorrelationcomputation costsstationary ergodic stochastic processesconvolution of two discrete functions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Numerical methods for discrete and fast Fourier transforms (65T50) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Roundoff Error Analysis of the Fast Fourier Transform
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