Modeling the noise influence on the Fourier coefficients after a discrete Fourier transform
Johan Schoukens, Jean Renneboog · IEEE Transactions on Instrumentation and Measurement · 1986
An analysis is made to study the influence of time-domain noise on the results of a discrete Fourier transform (DFT). It is proven that the resulting frequency-domain noise can be modeled using a Gaussian distribution with a covariance matrix which is nearly diagonal, imposing very weak assumptions on the noise in the time domain.