Adaptive windowed Fourier transform

Authors:
Igor Djurović;LJubisa Stanković
Affiliations:
Elektrotehnicki fakultet, University of Montenegro, 81000 Podgorica, Montenegro, Yugoslavia and Department of Mechanical and System Engineering, Kyoto Institute of Technology, Matsugasaki, Sakyo, ...;Elektrotehnicki fakultet, University of Montenegro, 81000 Podgorica, Montenegro, Yugoslavia
Venue:
Signal Processing
Year:
2003

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Abstract

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. Generalization for the case of time-varying signals is given. Numerical examples and statistical analysis illustrate and confirm the presented theory.