Lecture 2 Classical Power Spectral Estimation Methods and Biomedical Applications Prof.N.Rao
Lecture 2 Classical Power Spectral Estimation Methods and Biomedical Applications Prof. N. Rao
Discrete Fourier Transform (DFT) 。DFT definition: Forx(n)with length N, N-1 X)=∑xaw k=0,1,,W-11 WN=e-2m时jlN -0 1-1 树=之w 2=0,1,,W-1
Discrete Fourier Transform (DFT) • DFT definition: For x ( n) with length N
·DFT Properties: (1)Linearity (2)Orthogonality (3)Displacement(移位性) (4)Symmetry
• DFT Properties: (1) Linearity (2) Orthogonality (3) Displacement (移位性) (4) Symmetry
Fast Fourier Transform (FFT) FFT is a fast algorithm for computing DFT. Cooley and Tukey proposed FFT DFT:multiplying number:N2 Adding number:N (N-1) FFT multiplying number:(N/2)log2M
Fast Fourier Transform (FFT) FFT is a fast algorithm for computing DFT. Cooley and Tukey proposed FFT DFT: multiplying number: N2 Adding number: N ( N-1 ) FFT : multiplying number: ( N/2 )log 2 N
FFT computing cost For instance,if N=1024 DFT multiplying number is 1048576 FFT multiplying number is 5120,taking up 4.88%of DFT multiplication
FFT computing cost • For instance ,if N=1024 • DFT multiplying number is 1048576 • FFT multiplying number is 5120, taking up 4.88% of DFT multiplication