The Sliding Windowed Infinite Fourier Transform [Tips & Tricks]

The discrete Fourier transform (DFT) is the standard tool for spectral analysis in digital signal processing, typically computed using the fast Fourier transform (FFT). However, for real-time applications that require recalculating the DFT at each sample or over only a subset of the N center frequencies of the DFT, the FFT is far from optimal.