IEEE Transactions on Instrumentation and Measurement · 1986 · 146 citations · 0 references
EngineeringElectrical EngineeringPhysicsStatistical ModelingStatisticsTime Series AnalysisDigital Signal ProcessingFourier AnalysisFrequency-domain AnalysisNoiseSignal ProcessingSpectral AnalysisDiscrete Fourier TransformDiscrete-time Fourier TransformFourier TransformFrequency Spectrum AnalysisGaussian DistributionsNoise Power Spectral DensityNoise Spectral AnalysisSpectral Density
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.