Fourier Transform Reconstruction from Inexact Data.
NAVAL RESEARCH LAB WASHINGTON DC
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Methods for the linear reconstruction of Fourier transforms based on approximation-theoretic techniques are extended to the case of imprecise samples. Statistics of these estimators in the presence of random noise are calculated, and the special case of sinusoids in noise is discussed. Biased estimates of sinusoid amplitudes are obtained and related to the best linear unbiased estimates BLUE. Author
- Statistics and Probability