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real FFT from alglib http://forum.alglib.net/viewtopic.php?f=2&t=4384 |
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Author: | pedrocalorio [ Tue Jun 29, 2021 2:36 pm ] | ||
Post subject: | real FFT from alglib | ||
Hello guys, So I am trying to implement PSD and CPSD (Power and Cross Power Spectral Density) functions in C++ using the FFT data. For that, I'm using ALGLIB's fft API. To check its results, I test it against MATLAB's fft, because I know it works. But the results I had for both algorithms were quite different at the frequency peaks (as you can see from the figure attached) FYI, I'm doing the fft in this function: S = 0.7*sin(2*pi*50*t) + sin(2*pi*120*t); From time 0 to 1.5s in 1000 points. Do you guys know why the results are not the same? At first, I thought that ALGLIB does an automatically windowing in the signal, but I'm not sure though. I appreciate all the help on this one. :)
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