| Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. |

Table of Contents Bivariate Data Time Series Fourier Transformation |
||
| See also: time and frequency, Fourier series, FFT | ||
Fourier Transformation
|
||

Replacing the integral with a sum leads to the discrete Fourier transform (DFT), which can be applied to digitized data:

For practical situations the Fourier transform in its original form
involves one major problem: it takes too many computational steps to be
performed in real-time for many signals. Fortunately there is a family
of equivalent algorithms which has been originally developed by Runge,
and Danielson and Lanczos which is much faster than the original DFT algorithm.
J.W. Cooley rediscovered this technique, which has been called "Fast
Fourier Transform" (FFT) since then.