Roundoff error analysis of the recursive moving window discrete Fourier transform

Advances in Computational Mathematics

Volumn 18, Issue 1, 2003, Pages 65-78

  Tasche, Manfred ^a   Zeuner, Hansmartin ^b  

^a UNIVERSITY OF ROSTOCK   (Germany)

^b UNIVERSITY OF LÜBECK   (Germany)

Author keywords

Average case study; Discrete windowed Fourier transform; Fast Fourier transform; Recursive moving window DFT; Roundoff error analysis; Worst case study

Indexed keywords

EID: 0037212229     PISSN: 10197168     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021254709641     Document Type: Article

References (11)

1. J.L. Aravena, Recursive moving window DFT algorithm, IEEE Trans. Comput. 39 (1990) 145-148.
2. N.J. Higham, Accuracy and Stability of Numerical Algorithms (SIAM, Philadelphia, PA, 1996).
3. S. Mallat, A Wavelet Tour of Signal Processing (Academic Press, San Diego, CA, 1998).
4. A.V. Oppenheim and R.W. Schafer, Discrete-Time Signal Processing (Prentice-Hall, Englewood Cliffs, NJ, 1989).
5. J.A. Rosendo Macías and A. Gómez Expósito, Recursive formulation of short-time discrete trigonometric transforms, IEEE Trans. Circuits Systems 45 (1998) 525-527.
6. B.G. Sherlock and D.M. Monro, Moving discrete Fourier transform, Proc. IEEE 139 (1992) 279-282.
7. M. Tasche and H. Zeuner, Roundoff error analysis for fast trigonometric transforms, in: Handbook of Analytic-Computational Methods in Applied Mathematics, ed. G. Anastassiou (CRC Press, Boca Raton, FL, 2000) 357-406.
8. M. Tasche and H. Zeuner, Worst and average case roundoff error analysis for FFT, BIT 41 (2001) 563-581.
9. M. Tasche and H. Zeuner, Improved roundoff error analysis for precomputed twiddle factors, J. Comput. Anal. Appl. 4 (2002) 1-18.
10. C. Van Loan, Computational Frameworks for the Fast Fourier Transform (SIAM, Philadelphia, PA, 1992).
11. H. Zeuner, Variance of the norm of roundoff error vectors, Preprint, Medical University Luebeck (2000).