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change to finite and add definitions
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Jiro
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Let $x[n]$ be a infinitefinite-length discrete-time signal with $x[n] = 0$ for $0 \leq n \leq N$length $N$. We can compute the discrete DFT $X[k]$ and theThe continuous DTFT $X(\omega)$. is then $$ X(\omega) = \sum_{n = 0}^{N-1} x[n] e^{-j \omega n}. $$

The length-$N$ DFT of $x[n]$ is $$ X[k] = \sum_{n = 0}^{N-1} x[n] e^{-j 2 \pi \frac{k n}{N}}. $$ For this, the DFT is a sampled version of the DTFT, i.e., $$ X[k] = X(2\pi k / N). $$ Please also see posts here and here. Now, we consider the maximum magnitudes $m_{\textrm{d}} = \max_k |X[k]|$ and $m_{\textrm{c}} = \max_\omega |X(\omega)|$. Because of above, we have $m_{\textrm{d}} \leq m_{\textrm{c}}$.

*What is the relation between these maximum values? Is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$? *What is the relation between these maximum values? Is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$?

Let $x[n]$ be a infinite-length discrete-time signal with $x[n] = 0$ for $0 \leq n \leq N$ . We can compute the discrete DFT $X[k]$ and the continuous DTFT $X(\omega)$. The DFT is a sampled version of the DTFT, i.e., $$ X[k] = X(2\pi k / N). $$ Please also see posts here and here. Now, we consider the maximum magnitudes $m_{\textrm{d}} = \max_k |X[k]|$ and $m_{\textrm{c}} = \max_\omega |X(\omega)|$. Because of above, we have $m_{\textrm{d}} \leq m_{\textrm{c}}$.

*What is the relation between these maximum values? Is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$? *

Let $x[n]$ be a finite-length discrete-time signal with length $N$. The continuous DTFT $X(\omega)$ is then $$ X(\omega) = \sum_{n = 0}^{N-1} x[n] e^{-j \omega n}. $$

The length-$N$ DFT of $x[n]$ is $$ X[k] = \sum_{n = 0}^{N-1} x[n] e^{-j 2 \pi \frac{k n}{N}}. $$ For this, the DFT is a sampled version of the DTFT, i.e., $$ X[k] = X(2\pi k / N). $$ Please also see posts here and here. Now, we consider the maximum magnitudes $m_{\textrm{d}} = \max_k |X[k]|$ and $m_{\textrm{c}} = \max_\omega |X(\omega)|$. Because of above, we have $m_{\textrm{d}} \leq m_{\textrm{c}}$.

What is the relation between these maximum values? Is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$?

Clarify question. Remove 'peak' for clarity
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Jiro
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Peak Maximum Magnitude Deviation between DFT and DTFT

Let $x[n]$ be a finiteinfinite-length discrete-time signal of lengthwith $N$$x[n] = 0$ for $0 \leq n \leq N$ . We can compute the discrete DFT $X[k]$ and the continuous DTFT $X(\omega)$. The DFT is a sampled version of the DTFT, i.e., $$ X[k] = X(2\pi k / N). $$ Please also see posts here and here. Now, we consider the maximum peak magnitudes $m_{\textrm{d}} = \max_k |X[k]|$ and $m_{\textrm{c}} = \max_\omega |X(\omega)|$. Because of above, we have $m_{\textrm{d}} \leq m_{\textrm{c}}$.

What is the relation between these peak values?

For example,*What is the relation between these maximum values? Is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$? I'm also interested not only in the largest possible difference, but a statistically expected difference, for instance when $x[n]$ is from a Gaussian distribution. *

Peak Magnitude Deviation between DFT and DTFT

Let $x[n]$ be a finite-length discrete-time signal of length $N$. We can compute the discrete DFT $X[k]$ and the continuous DTFT $X(\omega)$. The DFT is a sampled version of the DTFT, i.e., $$ X[k] = X(2\pi k / N). $$ Please also see posts here and here. Now, we consider the maximum peak magnitudes $m_{\textrm{d}} = \max_k |X[k]|$ and $m_{\textrm{c}} = \max_\omega |X(\omega)|$. Because of above, we have $m_{\textrm{d}} \leq m_{\textrm{c}}$.

What is the relation between these peak values?

For example, is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$? I'm also interested not only in the largest possible difference, but a statistically expected difference, for instance when $x[n]$ is from a Gaussian distribution.

Maximum Magnitude Deviation between DFT and DTFT

Let $x[n]$ be a infinite-length discrete-time signal with $x[n] = 0$ for $0 \leq n \leq N$ . We can compute the discrete DFT $X[k]$ and the continuous DTFT $X(\omega)$. The DFT is a sampled version of the DTFT, i.e., $$ X[k] = X(2\pi k / N). $$ Please also see posts here and here. Now, we consider the maximum magnitudes $m_{\textrm{d}} = \max_k |X[k]|$ and $m_{\textrm{c}} = \max_\omega |X(\omega)|$. Because of above, we have $m_{\textrm{d}} \leq m_{\textrm{c}}$.

*What is the relation between these maximum values? Is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$? *

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Jiro
  • 227
  • 1
  • 6

Peak Magnitude Deviation between DFT and DTFT

Let $x[n]$ be a finite-length discrete-time signal of length $N$. We can compute the discrete DFT $X[k]$ and the continuous DTFT $X(\omega)$. The DFT is a sampled version of the DTFT, i.e., $$ X[k] = X(2\pi k / N). $$ Please also see posts here and here. Now, we consider the maximum peak magnitudes $m_{\textrm{d}} = \max_k |X[k]|$ and $m_{\textrm{c}} = \max_\omega |X(\omega)|$. Because of above, we have $m_{\textrm{d}} \leq m_{\textrm{c}}$.

What is the relation between these peak values?

For example, is there $\gamma > 1$ such that $\gamma m_{\textrm{d}} \geq m_{\textrm{c}}$? I'm also interested not only in the largest possible difference, but a statistically expected difference, for instance when $x[n]$ is from a Gaussian distribution.