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14.7 DFT Approximation of the Fourier Transform  503


                                        We can improve the accuracy by choosing N larger. With N = 2 = 512 we obtain
                                                                                           9
                                                                            511
                                                                        2π
                                                                                    e
                                                                  ˆ
                                                                  f (3) ≈     e −2π j/512 −6πij/512
                                                                        512
                                                                            j=0
                                                                     = 0.10595 − 0.2994i.



                                 EXAMPLE 14.18
                                        We will continue the preceding example, but now carry out the approximation at more points.
                                                         8
                                        Use L = 4 and N = 2 = 256. The approximations are obtained by
                                                                            255
                                                                          π
                                                                  ˆ
                                                                                    e
                                                                 f (k/4) ≈     e −π j/32 −πijk/128 .
                                                                         32
                                                                            j=0
                                        To have |k|≤ N/8 = 32, we will only use this approximation for f (k/4) for k = 1,2,··· ,13.
                                                                                              ˆ
                                        Table 14.1 gives the approximate values along with the actual values of f (ω).
                                                                                                  ˆ
                                           The real part of f (ω) is consistently approximated in this scheme with an error of about 0.05,
                                                         ˆ
                                        while the imaginary part is approximated in many cases with an error of about 0.002. Improved
                                        accuracy is achieved by choosing N larger.
                                           This approximation was based on the assumption that f (ω) could be approximated by
                                                                                          ˆ
                                                                                                           ˆ
                                        an integral oer an interval [0,2π L]. We can extend these ideas to the case that f (ω) can be
                                                                  π L   −iωξ
                                        approximated by an integral  f (ξ)e  dξ:
                                                                −π L
                                                                             π L
                                                                    ˆ
                                                                    f (ω) ≈   f (ξ)e −iωξ  dξ.
                                                                           −π L
                                        Then
                                                                     0                 L
                                                          ˆ
                                                          f (k/L) ≈   f (ξ)e −ikξ/L  dξ +  f (ξ)e −ikξ/L  dξ.
                                                                   −π L              0

                                                                               ˆ
                                           TABL E 14.1     DFT Approximation of f (ω) in Example 14.18
                                             k               DFT approximation of ˆ f (ω)  ˆ f (ω)
                                             (k = 1) ˆ f (1/4)  0.99107 - 0.23509i   0.94118 - 0.23529i
                                             (k = 2) ˆ f (1/2)  0.84989 - 0.3996i    .8 - 0.4i
                                             (k = 3) ˆ f (3/4)  0.68989 - 0.4794i    0.64 - 0.48i
                                             (k = 4) ˆ f (1)  0.54989 - 0.4992i      0.5 - 0.5i
                                             (k = 5) ˆ f (5/4)  0.44013 - 0.4868i    0.39024 - 0.4878i
                                             (k = 6) ˆ f (3/2)  0.35758 - 0.46033i   0.3077 - 0.4615i
                                             (k = 7) ˆ f (7/4)  0.29605 0.42936i     0.24615 - 0.43077i
                                             (k = 8) ˆ f (2)  0.24989 - 0.39839i     0.2 - 0.4i
                                             (k = 9) ˆ f (9/4)  0.21484 - 0.36933i   0.16495 - 0.37113i
                                             (k = 10) ˆ f (5/2)  0.18782 - 0.34282i  0.13793 - 0.34483i
                                             (k = 11) ˆ f (11/4)  0.16668 - 0.31896i  0.11679 - 0.32117i
                                             (k = 12) ˆ f (3)  0.14989 - 0.29759i    0.1 - 0.3i
                                             (k = 13) ˆ f (13/4)  0.13638 - 0.27847i  0.086486 - 0.28108i





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                                   October 14, 2010  16:43  THM/NEIL   Page-503        27410_14_ch14_p465-504
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