Adaptive windowed Fourier transform

DOI10.1016/S0165-1684(02)00380-8MaRDI QIDQ1853410zbMATH OpenOpenAlexDBLPWikidataFDO

Authors I. Djurović, Ljubiša Stanković

Publication date 21 January 2003

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(02)00380-8

zbMATH Keywords

adaptive Fourier transformdata-driven window functiontime-varying signals

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

Adaptive Fourier transform with a data-driven window function is proposed in the paper. The algorithm, based on the confidence intervals intersection, is used for determination of the window length. It produces an adaptive, close to optimal, bias-to-variance trade-off. A generalization for the case of time-varying signals is given. Numerical examples and statistical analysis illustrate and confirm the presented theory.

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