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An approach for power system harmonic phasor analysis under asynchronous sampling is proposed in this paper. It is based on smoothing sampled data by windowing the signal with the four-term fifth derivative Nuttall (FFDN) window, and then calculating harmonic phasors in the frequency domain with an improved fast Fourier transform (IFFT) algorithm. The applicable rectification formulas of the IFFT are obtained by using the polynomial curve fitting, dramatically reducing the computation load. The FFDN window can effectively inhibit the spectral leakage and the picket fence effect can be modified by the IFFT algorithm under asynchronous sampling, and the overall algorithm can easily be implemented in embedded systems. The effectiveness of the proposed method was analyzed by means of simulations and practical experiments for multifrequency signals with the fluctuation of the fundamental frequency and with the presence of white noise and interharmonics.