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: [ Ссылка ]
Book PDF: [ Ссылка ]
These lectures follow Chapter 2 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Amazon: [ Ссылка ]
Brunton Website: eigensteve.com
This video was produced at the University of Washington
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