An efficient recursive algorithm for time-varying Fourier transform

An efficient recursive algorithm for computing the time-varying Fourier transform (TVFT) or short-time Fourier transform (STFT) of a time sequence is presented. In this approach, instead of excluding the old samples, their importance is diminished by using all-pole moving windows. This recursive algorithm requires about one half of the computation and storage of the Amin's algorithm. The resulting TVFT does not possess any sidelobes. The performance of the algorithm is illustrated by two numerical examples.<
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