Integral Transforms from Finite Data: An Application of Gaussian Process Regression to Fourier Analysis

10 Apr 2017Luca AmbrogioniEric Maris

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data implicitly assumes periodicity and bandlimitedness of the signal... (read more)

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