Modeling the noise influence on the Fourier coefficients after a discrete Fourier transform
- 1 September 1986
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Instrumentation and Measurement
- Vol. IM-35 (3) , 278-286
- https://doi.org/10.1109/tim.1986.6499210
Abstract
An analysis is made to study the influence of time-domain noise on the results of a discrete Fourier transform (DFT). It is proven that the resulting frequency-domain noise can be modeled using a Gaussian distribution with a covariance matrix which is nearly diagonal, imposing very weak assumptions on the noise in the time domain.Keywords
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