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booklet format - inaf iasf bologna

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A.A. 2011/2012<br />

Temporal Data Analysis<br />

3.1 Discrete Fourier Trans<strong>format</strong>ion — Page 46<br />

Constant function with N = 4<br />

f k = 1 for k = 0,1,2,3<br />

For the continuous Fourier trans<strong>format</strong>ion we expect a δ-function with the frequency ω = 0.<br />

The discrete Fourier trans<strong>format</strong>ion therefore will only result in F 0 ≠ 0. Indeed, by using (3.11) —<br />

or even a lot smarter using (3.8):<br />

F 0 = 1 4 4 = 1<br />

F 1 = 0<br />

F 2 = 0<br />

F 3 = 0<br />

As {f k } is an even series, {F j } contains no imaginary part.<br />

Cosine function with N = 4<br />

f 0 = 1<br />

f 1 = 0<br />

f 2 = −1<br />

f 3 = 0<br />

We get, using (3.11) and W 4 = i<br />

F 0 = 0 (this is the average)<br />

F 1 = 1 4 (1 + (−1)(−1)) = 1 2<br />

F 2 = 1 (1 + (−1)(1)) = 0<br />

4<br />

F 3 = 1 4 (1 + (−1)(−1)) = 1 2<br />

Sine function with N = 4<br />

M.Orlandini 125

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