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Modeling the noise influence on the Fourier coefficients after a discrete Fourier transform
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1986
Year
Spectral TheoryTime-frequency AnalysisFourier CoefficientsEngineeringSpectrum EstimationNoiseFourier AnalysisDiscrete Fourier TransformGaussian DistributionTime-domain NoiseNoise InfluenceFourier ExpansionTimefrequency AnalysisApproximation TheorySignal ProcessingStatisticsNoise ReductionFrequency Domain Analysis
An analysis is made to study the influence of time-domain noise on the results of a discrete Fourier transform (DFT). It is proven that the resulting frequency-domain noise can be modeled using a Gaussian distribution with a covariance matrix which is nearly diagonal, imposing very weak assumptions on the noise in the time domain.