[LAU] [Sort of OT] Ringing in filters

Chris Cannam cannam at all-day-breakfast.com
Thu May 13 07:47:36 UTC 2010


On Wed, May 12, 2010 at 10:09 AM, Chris Cannam
<cannam at all-day-breakfast.com> wrote:
> I have a vague recollection that Thomas Cavicchi's DSP book opens with
> a treatment of stock market data.

Checked the book -- I'm not sure why I remembered that it "opened"
with that -- it doesn't at all, maybe it was just the first bit I
read.

Stock market data are used in two places: as an illustration of time
aliasing resulting from decimation in the frequency domain (take an
8192-point DFT of 27 years of Dow closings, take only every 8th point,
inverse DFT: observe to general amazement that the result is nothing
like the original), and in a separate exercise in stochastic
modelling.


Chris


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