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To eliminate the aliasing that appeared during the measurement of multi-components nonstationary signals, a novel kind of anti-aliasing algorithm based on the short time Fourier transform (STFT) is brought forward. First the physical essence of aliasing that occurs is analyzed; second the interpolation algorithm model is setup based on the Hamming window; then the fast implementation of the algorithm using the Newton iteration method is given. Using the numerical simulation the feasibility of algorithm is validated. Finally, the electrical circuit experiment shows the practicality of the algorithm in the electrical engineering.