[Help-gsl] Re: DFT for CFT

[Brian Hawkins]

>
> Howto use DFT (dicrete fourier transform) to calculate CFT (continuous
> one) in finite number of points. The problem is that these poinrts
> could not even create arithmetic progression...
> So, we have point x1, .., xn.
> And want calculate transform in points q1, ..., qk.
> xi*qj<>C*i*j
>

Hi Sergey,

I'm not sure I follow your notation, but it sounds like you want the DTFT
(discrete time fourier transform).  Note that for a finite-length time
series input, you will have a finite set of linearly independent DTFT
outputs.  Instead of computing the DTFT, I recommend computing an FFT and
interpolating the output, e.g. with a windowed sinc filter.

Regards,
Brian