The finite fourier transform of a stationary process

摘要: Publisher Summary The Fourier transform has proved of substantial use in most fields science. It special to statisticians concerned with stationary process data or the analysis linear time-invariant systems. This chapter describes some uses and properties transforms stochastic processes. turns up problems functional approximation interpolation. In seismic engineering, observed strong motion records are taken as design inputs corresponding responses structures evaluated prior construction. There various classes functions that may be viewed subject a harmonic analysis. Quite different class is provided by realizations at distinct frequencies based on nonintersecting stretches approximated independent normals. variance approximating normal proportional power spectrum series.