ESS210B
Prof. Jin-Yi Yu
Data
Window
qThe Fourier transform obtains the “true” power spectrum from a time series with a infinite time domain.
In real cases, the time series has a finite length.
qIt is like that we obtain the finite time series from the infinite time
domain through a “data window:
qHow does the data window affect the
power spectrum?
Infinite time series
0
T
finite sample
Data Window