Statistical Properties of Fast Fourier Transform Coefficients Computed from Real-Valued, Covariance-Stationary, Periodic Random Sequences.
WYOMING UNIV LARAMIE
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A systematic development of the probability properties of fast Fourier transform coefficents is presented as part of an investigation of the Statistical precision of ocean wave directional spectra. Since the spectra were computed on the basis of the fast finite Fourier transform coefficients of the water level elevation, the probabilistic variations are quite relevant to the overall problem. This development satisfies the purpose of providing a consistent set of conventions and definitions for the investigation. The current importance of the fast Fourier transform in data analysis is the availability of many computer programs for rapid computation of the coefficients. Its use and results are available in various reference, but some lack clear expression in the literature. Hence, this compilation assembles these varied results in a coherent, unified development. Author
- Physical and Dynamic Oceanography
- Statistics and Probability