Spectral Analysis and Time Series - max planck research school ...
Spectral Analysis and Time Series - max planck research school ...
Spectral Analysis and Time Series - max planck research school ...
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Solution: Short <strong>Time</strong> Fourier Transform<br />
(STFT)<br />
perform FT on 'windowed' function:<br />
example: rectangular window<br />
move window in small steps over data<br />
perform FT for every time step<br />
STFT f ,t ' = ∫[ xtt−t ']e −i 2 f t dt<br />
t<br />
A. Lagg – <strong>Spectral</strong> <strong>Analysis</strong>