Trigonometric Smoothing and Interpolation of Sampled Complex Functions, Via the FFT
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In a recent memorandum the use of the Fast Fourier Transform for trigonometric interpolation of sampled complex functions was presented. Here we consider trigonometric smoothing of samples of a complex function, followed by interpolation of this smoothed function. Such a technique is useful for smoothing random data, for example. As a by-product, a short-cut for finding stationary points of a real function of complex variables is presented in the Appendix.
- Numerical Mathematics
- Statistics and Probability