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Topic: derivative of discrete fourier transform interpolation
Replies: 8   Last Post: Jun 6, 2013 7:24 AM

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Posts: 1
Registered: 6/6/13
Re: derivative of discrete fourier transform interpolation
Posted: Jun 6, 2013 7:24 AM
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Hi all,

Just a question with regards to the derivative of a DFT.

I am not a mathematician, just an engineer with a math problem - so I will have to go slowly:

I wish to compute the derivative of a DFT. How do I go about doing this? (Specifically, I require some uncertainty propagation analysis with the Taylor Series Method, and my funtion is actually the Discrete fourier transform of a set of sampled data).

Strictly speaking the TSM requires the partial derivatives of the function in question i.e. the DFT in my case.

If anyone could help I would appreciate it...maybe even some info on references for this sort of problem.


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