Re: is FFT always approximate?




Michael skrev:
If I have a time signal which is periodic, and I use FFT to obtain the
spectrum, which should be discrete, will this FFT procedure be approximate?

The Fast Fourier Transform, FFT, is an EXACT but efficient
implementation of the Discrete Fourier Transform, DFT. The DFT
is itself an exact representation of a signal discrete-time signal
of finite length.

I am wondering about this because I've heard that FFT is only an
approximation to the true Fourier transform...

The depends on how you define the "true Fourier transform."

There are four different flavours of Fourier transforms. Signals can
be contionuous (C) in time or discrete (D), and they may be of
finite (F) or infinite (I) extend. The four flavours are CI, CF, DI
and DF.

The DFT is exact for the DF case, that is used in digital computers
for practical reasons. If your "real" objective is to analyze one
of the other variations, the DFT must be regarded as an
approximation of what you really want.

Rune

.



Relevant Pages

  • Re: Cantorian pseudomathematics
    ... example what continuum means (you think you know what it means, but that's a different matter, Tony Orlow also thinks he knows what he's talking about) ... - Light is a bunch of photons (discrete) ... have seen the distinction made between "exact" and "approximation", and for every approximation you would have seen conditions carefully spelled out under which that approximation worked and for which it didn't work. ...
    (sci.math)
  • Re: Zero Padding in radix 2 FFT
    ... Their resulting Fourier transform is continuous and consists of delta functions, but not at rationally related frequencies. ... continuous, infinite time continuous, infinite frequency ... DISCRETE, infinite time continuous, infinite frequency and PERIODIC ... When a function is PERIODIC, then sums can be taken over a single period. ...
    (comp.dsp)
  • Re: Zero Padding in radix 2 FFT
    ... continuous, infinite time continuous, infinite frequency ... DISCRETE, infinite time <Fourier Transform> continuous, infinite frequency ... When a function is PERIODIC, then sums can be taken over a single period. ...
    (comp.dsp)
  • Re: Help Required on an Equation
    ... I am reading the book Discrete Time Signal ... When introducing Fourier transform, ... and engineering texts tend to play a bit ...
    (comp.dsp)
  • Re: approximation by series expansion
    ... Actually I tried the integral in Maple 10, ... In the mean time I am pondering about the relation between Fourier transform ... and Chebyshev expansion. ... what I want to do with the result of the approximation is something ...
    (sci.math)