• Corpus ID: 229298221

Interval propagation through the discrete Fourier transform

  title={Interval propagation through the discrete Fourier transform},
  author={Marco de Angelis and Marco Behrendt and Liam A. Comerford and Yuanjin Zhang and Michael Beer},
We present an algorithm for the forward propagation of intervals through the discrete Fourier transform. The algorithm yields best-possible bounds when computing the amplitude of the Fourier transform for real and complex valued sequences. We show that computing the exact bounds of the amplitude can be achieved with an exhaustive examination of all possible corners of the interval domain. However, because the number of corners increases exponentially with the number of intervals, such method is… 

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  • Stein, Introduction to algorithms
  • 2009