Fourier Analysis and the Fast Fourier Transform (FFT)

Fourier analysis is extremely useful for data analysis, as it breaks down a signal into constituent sinusoids of different frequencies. For sampled vector data, Fourier analysis is performed using the discrete Fourier transform (DFT).

The fast Fourier transform (FFT) is an efficient algorithm for computing the DFT of a sequence; it is not a separate transform. It is particularly useful in areas such as signal and image processing, where its uses range from filtering, convolution, and frequency analysis to power spectrum estimation.

This section:

  Difference Equations and Filtering Function Summary