This repository has been archived on 2021-05-17. You can view files and clone it, but cannot push or open issues or pull requests.
scientificComputing/spectral/lecture/spectral.tex

37 lines
731 B
TeX

\chapter{Spectral analyses}
This is a stub that should be filled :)
% \section{The Fourier space}
\section{The Fourier Transform}
Complex numbers... magnitude and phase
\subsection{Fast Fourier transform}
\section{Power spectrum}
\[ S_{x,x} = |X(f)|^2 \]
Parceval theorem:
\[ \int_{-\infty}^{+\infty} x(t)^2 dt = \int_{-\infty}^{+\infty} |X(f)|^2 df \]
Autocorrelation:
Wiener-Kinchin theorem:
\[ {\cal F}\{Corr(x,x)\} = |X(f)|^2 \]
\section{Spectrogram}
\section{Cross spectrum}
\[ S_{x,y} = X(f)Y^*(f) \]
is complex valued (magnitude and phase)!
Correlation theorem:
\[ {\cal F}\{Corr(x,y)\} = X(f)Y^*(f) = S_{x,y} \]
\section{Transfer function}
\section{Coherence function}
\subsection{Forward and reverse filter}