Accuracy analysis of some fast Fourier transform algorithms for estimation of correlation functions

DOI10.1007/BF01068620MaRDI QIDQ4007484zbMATH OpenOpenAlexFDO

Authors V. K. Zadiraka, O. S. Kondratenko, S. S. Mel'nikova

Publication date 27 September 1992

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01068620

zbMATH Keywords

algorithmscorrelationautocorrelationerror analysisfast Fourier transformcomputation costsstationary ergodic stochastic processesconvolution of two discrete functions

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stationary stochastic processes (60G10) Numerical methods for discrete and fast Fourier transforms (65T50)

Recommendations

• Accuracy of the Discrete Fourier Transform and the Fast Fourier Transform
• The development of the algorithm for estimating the spectral correlation function based on two-dimensional fast Fourier transform
• On the Fixed-Point Accuracy Analysis of FFT Algorithms
• An accurate error analysis model for fast Fourier transform
• A Stochastic Roundoff Error Analysis for the Fast Fourier Transform
• Accuracy-optimal evaluation of the Fourier transform for \(C_{L,N,\varepsilon}\) functions
• Error analysis of some operations involved in the Cooley-Tukey fast Fourier transform
• On a fast and accurate method for computing Fourier transforms
• Floating point error analysis of two-dimensional, fast Fourier transform algorithms
• Asymptotic analysis of a fast algorithm for efficient multiple frequency estimation

Cites work

• scientific article; zbMATH DE number 3858374 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Roundoff Error Analysis of the Fast Fourier Transform

Cited in

(4)

• The development of the algorithm for estimating the spectral correlation function based on two-dimensional fast Fourier transform
• Analysis of autocorrelation function of stochastic processes by F-transform of higher degree
• Stochastic FDTD accuracy improvement through correlation coefficient estimation
• scientific article; zbMATH DE number 4186326 (Why is no real title available?)

This page was built for publication: Accuracy analysis of some fast Fourier transform algorithms for estimation of correlation functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4007484)