AN EFFICIENT RECURSIVE ALGORITHM FOR TIME-VARYING FOURIER-TRANSFORM

This correspondence presents an efficient recursive algorithm to compu te time-varying Fourier transform (TVFT) or short-time Fourier transfo rm (STFT) of a time sequence. In this approach, instead of excluding t he old samples, their importance is diminished by using all-pole movin g-windows. This recursive algorithm requires about one half of the com putation and storage of the Amin's algorithm. Meanwhile, the resulting TVFT does not possess any sidelobes. The performance of the algorithm is illustrated by two numerical examples.