Roundoff error analysis of the recursive moving window discrete Fourier transform (Q1869353): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:00, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Roundoff error analysis of the recursive moving window discrete Fourier transform |
scientific article |
Statements
Roundoff error analysis of the recursive moving window discrete Fourier transform (English)
0 references
10 April 2003
0 references
The authors give a detailed analysis of roundoff errors for the recursive moving window discrete Fourier transform with precomputed twiddle factors. As in the spirit of their papers [Handbook of analytic-computational methods in applied mathematics (2000; Zbl 0976.65123); BIT 41, 563--581 (2001; Zbl 0999.65152)] they study a worst case and an average case scenario. The latter assumes uncorrelated data, although the results can be extended to correlated data under additional conditions. The analysis shows that there is a similar behavior as it is known for the fast Fourier transform [cf. \textit{N. J. Higham}, Accuracy and stability of numerical algorithms (2002; Zbl 1011.65010)], i.e., there is a strong influence on the numerical stability of the accuracy of the initial fast Fourier transform and the error in the recursion step. Based on their error analysis, the authors present an improved version of the moving window discrete Fourier transform
0 references
roundoff error
0 references
worst case study
0 references
average case study
0 references
fast Fourier transform
0 references
discrete windowed fast Fourier transform
0 references
numerical stability
0 references