4.11 Prove the convolution property of the DFT, namely, for t = 1, 2, . . ....
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4.11 Prove the convolution property of the DFT, namely,
for t = 1, 2, . . . , n, where dA(ωk) and dx(ωk) are the discrete Fourier transforms of at and xt, respectively, and we assume that xt = xt+n is periodic.
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Time Series Analysis And Its Applications With R Examples
ISBN: 9780387293172
2nd Edition
Authors: Robert H. Shumway, David S. Stoffer
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