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

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