The Discrete Fourier Transform (DFT)
This video introduces the Discrete Fourier Transform (DFT), which is how to numerically compute the Fourier Transform on a computer. The DFT, along with its fast FFT implementation, is one of the most important algorithms of all time.
Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf
These lectures follow Chapter 2 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Amazon: https://www.amazon.com/Data-Driven-Sc...
Brunton Website: eigensteve.com
This video was produced at the University of Washington