Precise expression relating the Fourier transform of a continuous signal to the fast Fourier transform of signal samples

摘要

The fast Fourier transform (FFT) signature of a finite duration, constant frequency, time signal displays sidebands which are a sampling artifact. An analytical expression is derived which precisely predicts artifact behavior. Using this expression, a precise spectral estimate (PSE) is derived. It is demonstrated that this method outperforms the FFT with and without Hamming weighting both in estimating the magnitudes and phases of the spectral components of a time series. Furthermore, PSE is capable of resolving frequency to a fraction of an FFT frequency resolution cell.