Approximating the Analytic Fourier Transform with the Discrete Fourier Transform
Numerical Analysis
2015-08-07 v1
Abstract
The Fourier transform is approximated over a finite domain using a Riemann sum. This Riemann sum is then expressed in terms of the discrete Fourier transform, which allows the sum to be computed with a fast Fourier transform algorithm more rapidly than via a direct matrix multiplication. Advantages and limitations of using this method to approximate the Fourier transform are discussed, and prototypical MATLAB codes implementing the method are presented.
Cite
@article{arxiv.1508.01282,
title = {Approximating the Analytic Fourier Transform with the Discrete Fourier Transform},
author = {Jeremy Axelrod},
journal= {arXiv preprint arXiv:1508.01282},
year = {2015}
}