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Window function
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In signal processing and statistics, a window function (also known as an apodization function or tapering function[1]) is a mathematical function that is zero-valued outside of some chosen interval. Typically, window functions are symmetric around the middle of the interval, approach a maximum in the middle, and taper away from the middle. Mathematically, when another function or waveform/data-sequence is "multiplied" by a window function, the product is also zero-valued outside the interval: all that is left is the part where they overlap, the "view through the window". Equivalently, and in actual practice, the segment of data within the window is first isolated, and then only that data is multiplied by the window function values. Thus, tapering, not segmentation, is the main purpose of window functions.
The reasons for examining segments of a longer function include detection of transient events and time-averaging of frequency spectra. The duration of the segments is determined in each application by requirements like time and frequency resolution. But that method also changes the frequency content of the signal by an effect called spectral leakage. Window functions allow us to distribute the leakage spectrally in different ways, according to the needs of the particular application. There are many choices detailed in this article, but many of the differences are so subtle as to be insignificant in practice.
In typical applications, the window functions used are non-negative, smooth, "bell-shaped" curves.[2] Rectangle, triangle, and other functions can also be used. A more general definition of window functions does not require them to be identically zero outside an interval, as long as the product of the window multiplied by its argument is square integrable, and, more specifically, that the function goes sufficiently rapidly toward zero.[3]
Applications
[edit]Window functions are used in spectral analysis/modification/resynthesis,[4] the design of finite impulse response filters, merging multiscale and multidimensional datasets,[5][6] as well as beamforming and antenna design.

Spectral analysis
[edit]The Fourier transform of the function cos(ωt) is zero, except at frequency ±ω. However, many other functions and waveforms do not have convenient closed-form transforms. Alternatively, one might be interested in their spectral content only during a certain time period.
In either case, the Fourier transform (or a similar transform) can be applied on one or more finite intervals of the waveform. In general, the transform is applied to the product of the waveform and a window function. Any window (including rectangular) affects the spectral estimate computed by this method.
Filter design
[edit]Windows are sometimes used in the design of digital filters, in particular to convert an "ideal" impulse response of infinite duration, such as a sinc function, to a finite impulse response (FIR) filter design. That is called the window method.[7][8][9]
Statistics and curve fitting
[edit]Window functions are sometimes used in the field of statistical analysis to restrict the set of data being analyzed to a range near a given point, with a weighting factor that diminishes the effect of points farther away from the portion of the curve being fit. In the field of Bayesian analysis and curve fitting, this is often referred to as the kernel.
Rectangular window applications
[edit]Analysis of transients
[edit]When analyzing a transient signal in modal analysis, such as an impulse, a shock response, a sine burst, a chirp burst, or noise burst, where the energy vs time distribution is extremely uneven, the rectangular window may be most appropriate. For instance, when most of the energy is located at the beginning of the recording, a non-rectangular window attenuates most of the energy, degrading the signal-to-noise ratio.[10]
Harmonic analysis
[edit]One might wish to measure the harmonic content of a musical note from a particular instrument or the harmonic distortion of an amplifier at a given frequency. Referring again to Figure 2, we can observe that there is no leakage at a discrete set of harmonically-related frequencies sampled by the discrete Fourier transform (DFT). (The spectral nulls are actually zero-crossings, which cannot be shown on a logarithmic scale such as this.) This property is unique to the rectangular window, and it must be appropriately configured for the signal frequency, as described above.
Overlapping windows
[edit]When the length of a data set to be transformed is larger than necessary to provide the desired frequency resolution, a common practice is to subdivide it into smaller sets and window them individually. To mitigate the "loss" at the edges of the window, the individual sets may overlap in time. See Welch method of power spectral analysis and the modified discrete cosine transform.
Two-dimensional windows
[edit]Two-dimensional windows are commonly used in image processing to reduce unwanted high-frequencies in the image Fourier transform.[11] They can be constructed from one-dimensional windows in either of two forms.[12] The separable form, is trivial to compute. The radial form, , which involves the radius , is isotropic, independent on the orientation of the coordinate axes. Only the Gaussian function is both separable and isotropic.[13] The separable forms of all other window functions have corners that depend on the choice of the coordinate axes. The isotropy/anisotropy of a two-dimensional window function is shared by its two-dimensional Fourier transform. The difference between the separable and radial forms is akin to the result of diffraction from rectangular vs. circular apertures, which can be visualized in terms of the product of two sinc functions vs. an Airy function, respectively.
Examples of window functions
[edit]Conventions:
- is a zero-phase function (symmetrical about ),[14] continuous for where is a positive integer (even or odd).[15]
- The sequence is symmetric, of length
- is DFT-symmetric, of length [A]
- The parameter B displayed on each spectral plot is the function's noise equivalent bandwidth metric, in units of DFT bins.[16]: p.56 eq.(16)
- See spectral leakage §§ Discrete-time signals and Some window metrics and Normalized frequency for understanding the use of "bins" for the x-axis in these plots.
The sparse sampling of a discrete-time Fourier transform (DTFT) such as the DFTs in Fig 2 only reveals the leakage into the DFT bins from a sinusoid whose frequency is also an integer DFT bin. The unseen sidelobes reveal the leakage to expect from sinusoids at other frequencies.[a] Therefore, when choosing a window function, it is usually important to sample the DTFT more densely (as we do throughout this section) and choose a window that suppresses the sidelobes to an acceptable level.
Rectangular window
[edit]
The rectangular window (sometimes known as the boxcar or uniform or Dirichlet window or misleadingly as "no window" in some programs[18]) is the simplest window, equivalent to replacing all but N consecutive values of a data sequence by zeros, making the waveform suddenly turn on and off:
Other windows are designed to moderate these sudden changes, to reduce scalloping loss and improve dynamic range (described in § Spectral analysis).
The rectangular window is the 1st-order B-spline window as well as the 0th-power power-of-sine window.
The rectangular window provides the minimum mean square error estimate of the Discrete-time Fourier transform, at the cost of other issues discussed.
B-spline windows
[edit]B-spline windows can be obtained as k-fold convolutions of the rectangular window. They include the rectangular window itself (k = 1), the § Triangular window (k = 2) and the § Parzen window (k = 4).[19] Alternative definitions sample the appropriate normalized B-spline basis functions instead of convolving discrete-time windows. A kth-order B-spline basis function is a piece-wise polynomial function of degree k − 1 that is obtained by k-fold self-convolution of the rectangular function.
Triangular window
[edit]
Triangular windows are given by
where L can be N,[20] N + 1,[16][21][22] or N + 2.[23] The first one is also known as Bartlett window or Fejér window. All three definitions converge at large N.
The triangular window is the 2nd-order B-spline window. The L = N form can be seen as the convolution of two N⁄2-width rectangular windows. The Fourier transform of the result is the squared values of the transform of the half-width rectangular window.
Parzen window
[edit]
Defining L ≜ N + 1, the Parzen window, also known as the de la Vallée Poussin window,[16] is the 4th-order B-spline window given by

Other polynomial windows
[edit]Welch window
[edit]The Welch window consists of a single parabolic section:
Alternatively, it can be written as two factors, as in a beta distribution:
The defining quadratic polynomial reaches a value of zero at the samples just outside the span of the window.
The Welch window is fairly close to the sine window, and just as the power-of-sine windows are a useful parameterized family, the power-of-Welch window family is similarly useful. Powers of the Welch or parabolic window are also symmetric beta distributions, and are purely algebraic functions (if the powers are rational), as opposed to most windows that are transcendental functions. If different exponents are used on the two factors in the Welch polynomial, the result is a general beta distribution, which is useful for making asymmetric window functions.
Raised-cosine windows
[edit]Windows in the form of a cosine function offset by a constant, such as the popular Hamming and Hann windows, are sometimes called raised-cosine windows. The Hann window is particularly like the raised cosine distribution, which goes smoothly to zero at its ends.
The raised-cosine windows have the form:
or alternatively as their zero-phase versions:
Hann window
[edit]
Setting produces a Hann window:
named after Julius von Hann, and sometimes referred to as Hanning, which derived from the verb "to Hann".[citation needed] It is also known as the raised cosine, because of its similarity to a raised-cosine distribution.
This function is a member of both the cosine-sum and power-of-sine families. Unlike the Hamming window, the end points of the Hann window just touch zero. The resulting side-lobes roll off at about 18 dB per octave.[25]
Hamming window
[edit]
Setting to approximately 0.54, or more precisely 25/46, produces the Hamming window, proposed by Richard W. Hamming. This choice places a zero crossing at frequency 5π/(N − 1), which cancels the first sidelobe of the Hann window, giving it a height of about one-fifth that of the Hann window.[16][26][27] The Hamming window is often called the Hamming blip when used for pulse shaping.[28][29][30]
Approximation of the coefficients to two decimal places substantially lowers the level of sidelobes,[16] to a nearly equiripple condition.[27] In the equiripple sense, the optimal values for the coefficients are a0 = 0.53836 and a1 = 0.46164.[27][31]
Cosine-sum windows
[edit]This family, which generalizes the raised-cosine windows, is also known as generalized cosine windows.[32]
| Eq.1 |
In most cases, including the examples below, all coefficients ak ≥ 0. These windows have only 2K + 1 non-zero N-point DFT coefficients.
Blackman window
[edit]
Blackman windows are defined as
By common convention, the unqualified term Blackman window refers to Blackman's "not very serious proposal" of α = 0.16 (a0 = 0.42, a1 = 0.5, a2 = 0.08), which closely approximates the exact Blackman,[33] with a0 = 7938/18608 ≈ 0.42659, a1 = 9240/18608 ≈ 0.49656, and a2 = 1430/18608 ≈ 0.076849.[34] These exact values place zeros at the third and fourth sidelobes,[16] but result in a discontinuity at the edges and a 6 dB/oct fall-off. The truncated coefficients do not null the sidelobes as well, but have an improved 18 dB/oct fall-off.[16][35]
Nuttall window, continuous first derivative
[edit]
The continuous form of the Nuttall window, and its first derivative are continuous everywhere, like the Hann function. That is, the function goes to 0 at x = ±N/2, unlike the Blackman–Nuttall, Blackman–Harris, and Hamming windows. The Blackman window (α = 0.16) is also continuous with continuous derivative at the edge, but the "exact Blackman window" is not.
Blackman–Nuttall window
[edit]
Blackman–Harris window
[edit]
A generalization of the Hamming family, produced by adding more shifted cosine functions, meant to minimize side-lobe levels[36][37]
Flat top window
[edit]
A flat top window is a partially negative-valued window that has minimal scalloping loss in the frequency domain. That property is desirable for the measurement of amplitudes of sinusoidal frequency components.[17][38] However, its broad bandwidth results in high noise bandwidth and wider frequency selection, which depending on the application could be a drawback.
Flat top windows can be designed using low-pass filter design methods,[38] or they may be of the usual cosine-sum variety:
The Matlab variant has these coefficients:
Other variations are available, such as sidelobes that roll off at the cost of higher values near the main lobe.[17]
Rife–Vincent windows
[edit]Rife–Vincent windows[39] are customarily scaled for unity average value, instead of unity peak value. The coefficient values below, applied to Eq.1, reflect that custom.
Class I, Order 1 (K = 1): Functionally equivalent to the Hann window and power of sine (α = 2).
Class I, Order 2 (K = 2): Functionally equivalent to the power of sine (α = 4).
Class I is defined by minimizing the high-order sidelobe amplitude. Coefficients for orders up to K=4 are tabulated.[40]
Class II minimizes the main-lobe width for a given maximum side-lobe.
Class III is a compromise for which order K = 2 resembles the § Blackman window.[40][41]
Sine window
[edit]
The corresponding function is a cosine without the π/2 phase offset. So the sine window[42] is sometimes also called cosine window.[16] As it represents half a cycle of a sinusoidal function, it is also known variably as half-sine window[43] or half-cosine window.[44]
The autocorrelation of a sine window produces a function known as the Bohman window.[45]
Power-of-sine/cosine windows
[edit]
These window functions have the form:[46]
The rectangular window (α = 0), the sine window (α = 1), and the Hann window (α = 2) are members of this family.
For even-integer values of α these functions can also be expressed in cosine-sum form:
Adjustable windows
[edit]Gaussian window
[edit]
The Fourier transform of a Gaussian is also a Gaussian. Since the support of a Gaussian function extends to infinity, it must either be truncated at the ends of the window, or itself windowed with another zero-ended window.[47]
Since the log of a Gaussian produces a parabola, this can be used for nearly exact quadratic interpolation in frequency estimation.[48][47][49]
The standard deviation of the Gaussian function is σ · N/2 sampling periods.

Confined Gaussian window
[edit]The confined Gaussian window yields the smallest possible root mean square frequency width σω for a given temporal width (N + 1) σt.[50] These windows optimize the RMS time-frequency bandwidth products. They are computed as the minimum eigenvectors of a parameter-dependent matrix. The confined Gaussian window family contains the § Sine window and the § Gaussian window in the limiting cases of large and small σt, respectively.

Approximate confined Gaussian window
[edit]Defining L ≜ N + 1, a confined Gaussian window of temporal width L × σt is well approximated by:[50]
where is a Gaussian function:
The standard deviation of the approximate window is asymptotically equal (i.e. large values of N) to L × σt for σt < 0.14.[50]
Generalized normal window
[edit]A more generalized version of the Gaussian window is the generalized normal window.[51] Retaining the notation from the Gaussian window above, we can represent this window as
for any even . At , this is a Gaussian window and as approaches , this approximates to a rectangular window. The Fourier transform of this window does not exist in a closed form for a general . However, it demonstrates the other benefits of being smooth, adjustable bandwidth. Like the § Tukey window, this window naturally offers a "flat top" to control the amplitude attenuation of a time-series (on which we don't have a control with Gaussian window). In essence, it offers a good (controllable) compromise, in terms of spectral leakage, frequency resolution and amplitude attenuation, between the Gaussian window and the rectangular window. See also [52] for a study on time-frequency representation of this window (or function).
Tukey window
[edit]
The Tukey window, also known as the cosine-tapered window, can be regarded as a cosine lobe of width Nα/2 (spanning Nα/2 + 1 observations) that is convolved with a rectangular window of width N(1 − α/2).
At α = 0 it becomes rectangular, and at α = 1 it becomes a Hann window.
Planck-taper window
[edit]
The so-called "Planck-taper" window is a bump function that has been widely used[54] in the theory of partitions of unity in manifolds. It is smooth (a function) everywhere, but is exactly zero outside of a compact region, exactly one over an interval within that region, and varies smoothly and monotonically between those limits. Its use as a window function in signal processing was first suggested in the context of gravitational-wave astronomy, inspired by the Planck distribution.[55] It is defined as a piecewise function:
The amount of tapering is controlled by the parameter ε, with smaller values giving sharper transitions.
DPSS or Slepian window
[edit]The DPSS (discrete prolate spheroidal sequence) or Slepian function, taper, or window maximizes the energy concentration in the main lobe,[56] and is used in multitaper spectral analysis, which averages out noise in the spectrum and reduces information loss at the edges of the window.
The main lobe ends at a frequency bin given by the parameter α.[57]
The Kaiser windows below are created by a simple approximation to the DPSS windows:
Kaiser window
[edit]The Kaiser, or Kaiser–Bessel, window is a simple approximation of the DPSS window using Bessel functions, discovered by James Kaiser.[58][59]
where is the 0th-order modified Bessel function of the first kind. Variable parameter determines the tradeoff between main lobe width and side lobe levels of the spectral leakage pattern. The main lobe width, in between the nulls, is given by in units of DFT bins,[66] and a typical value of is 3.
Dolph–Chebyshev window
[edit]
Minimizes the Chebyshev norm of the side-lobes for a given main lobe width.[67]
The zero-phase Dolph–Chebyshev window function is usually defined in terms of its real-valued discrete Fourier transform, :[68]
Tn(x) is the n-th Chebyshev polynomial of the first kind evaluated in x, which can be computed using
and
is the unique positive real solution to , where the parameter α sets the Chebyshev norm of the sidelobes to −20α decibels.[67]
The window function can be calculated from W0(k) by an inverse discrete Fourier transform (DFT):[67]
The lagged version of the window can be obtained by:
which for even values of N must be computed as follows:
which is an inverse DFT of
Variations:
- Due to the equiripple condition, the time-domain window has discontinuities at the edges. An approximation that avoids them, by allowing the equiripples to drop off at the edges, is a Taylor window.
- An alternative to the inverse DFT definition is also available.[1].
Ultraspherical window
[edit]
The Ultraspherical window was introduced in 1984 by Roy Streit[69] and has application in antenna array design,[70] non-recursive filter design,[69] and spectrum analysis.[71]
Like other adjustable windows, the Ultraspherical window has parameters that can be used to control its Fourier transform main-lobe width and relative side-lobe amplitude. Uncommon to other windows, it has an additional parameter which can be used to set the rate at which side-lobes decrease (or increase) in amplitude.[71][72][73]
The window can be expressed in the time-domain as follows:[71]
where is the Ultraspherical polynomial of degree N, and and control the side-lobe patterns.[71]
Certain specific values of yield other well-known windows: and give the Dolph–Chebyshev and Saramäki windows respectively.[69] See here for illustration of Ultraspherical windows with varied parametrization.
Exponential or Poisson window
[edit]

The Poisson window, or more generically the exponential window increases exponentially towards the center of the window and decreases exponentially in the second half. Since the exponential function never reaches zero, the values of the window at its limits are non-zero (it can be seen as the multiplication of an exponential function by a rectangular window [74]). It is defined by
where τ is the time constant of the function. The exponential function decays as e ≃ 2.71828 or approximately 8.69 dB per time constant.[75] This means that for a targeted decay of D dB over half of the window length, the time constant τ is given by
Hybrid windows
[edit]Window functions have also been constructed as multiplicative or additive combinations of other windows.

Bartlett–Hann window
[edit]Planck–Bessel window
[edit]
A § Planck-taper window multiplied by a Kaiser window which is defined in terms of a modified Bessel function. This hybrid window function was introduced to decrease the peak side-lobe level of the Planck-taper window while still exploiting its good asymptotic decay.[76] It has two tunable parameters, ε from the Planck-taper and α from the Kaiser window, so it can be adjusted to fit the requirements of a given signal.
Hann–Poisson window
[edit]
A Hann window multiplied by a Poisson window. For it has no side-lobes, as its Fourier transform drops off forever away from the main lobe without local minima. It can thus be used in hill climbing algorithms like Newton's method.[77] The Hann–Poisson window is defined by:
where α is a parameter that controls the slope of the exponential.
Other windows
[edit]
Generalized adaptive polynomial (GAP) window
[edit]The GAP window is a family of adjustable window functions that are based on a symmetrical polynomial expansion of order . It is continuous with continuous derivative everywhere. With the appropriate set of expansion coefficients and expansion order, the GAP window can mimic all the known window functions, reproducing accurately their spectral properties.
where is the standard deviation of the sequence.
Additionally, starting with a set of expansion coefficients that mimics a certain known window function, the GAP window can be optimized by minimization procedures to get a new set of coefficients that improve one or more spectral properties, such as the main lobe width, side lobe attenuation, and side lobe falloff rate.[79] Therefore, a GAP window function can be developed with designed spectral properties depending on the specific application.

Lanczos window
[edit]
- used in Lanczos resampling
- for the Lanczos window, is defined as
- also known as a sinc window, because: is the main lobe of a normalized sinc function
Asymmetric window functions
[edit]The form, according to the convention above, is symmetric around . However, there are window functions that are asymmetric, such as the gamma distribution used in FIR implementations of gammatone filters, or the beta distribution for a bounded-support approximation to the gamma distribution. These asymmetries are used to reduce the delay when using large window sizes, or to emphasize the initial transient of a decaying pulse.[citation needed]
Any bounded function with compact support, including asymmetric ones, can be readily used as a window function. Additionally, there are ways to transform symmetric windows into asymmetric windows by transforming the time coordinate, such as with the below formula
where the window weights more highly the earliest samples when , and conversely weights more highly the latest samples when .[80]
See also
[edit]Notes
[edit]- ^ Some authors limit their attention to this important subset and to even values of N.[16][17] But the window coefficient formulas are still the ones presented here.
- ^ This formula can be confirmed by simplifying the cosine function at MATLAB tukeywin and substituting r=α and x=n/N.
- ^ Harris 1978 (p 67, eq 38) appears to have two errors: (1) The subtraction operator in the numerator of the cosine function should be addition. (2) The denominator contains a spurious factor of 2. Also, Fig 30 corresponds to α=0.25 using the Wikipedia formula, but to 0.75 using the Harris formula. Fig 32 is similarly mislabeled.
- ^ The Kaiser window is often parametrized by β, where β = πα.[60][61] [62][63][57][64][7]: p. 474 The alternative use of just α facilitates comparisons to the DPSS windows.[65]
Page citations
[edit]- ^ Harris 1978, p 57, fig 10.
References
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- ^ Roads, Curtis (2002). Microsound. MIT Press. ISBN 978-0-262-18215-7.
- ^ Cattani, Carlo; Rushchitsky, Jeremiah (2007). Wavelet and Wave Analysis As Applied to Materials With Micro Or Nanostructure. World Scientific. ISBN 978-981-270-784-0.
- ^
"Overlap-Add (OLA) STFT Processing | Spectral Audio Signal Processing". www.dsprelated.com. Retrieved 2016-08-07.
The window is applied twice: once before the FFT (the "analysis window") and secondly after the inverse FFT prior to reconstruction by overlap-add (the so-called "synthesis window"). ... More generally, any positive COLA window can be split into an analysis and synthesis window pair by taking its square root.
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- ^ a b Oppenheim, Alan V.; Schafer, Ronald W.; Buck, John R. (1999). "7.2". Discrete-time signal processing (2nd ed.). Upper Saddle River, N.J.: Prentice Hall. pp. 465–478. ISBN 0-13-754920-2.
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- ^
R. Hovden, Y. Jiang, H. Xin, L.F. Kourkoutis (2015). "Periodic Artifact Reduction in Fourier Transforms of Full Field Atomic Resolution Images". Microscopy and Microanalysis. 21 (2): 436–441. arXiv:2210.09024. Bibcode:2015MiMic..21..436H. doi:10.1017/S1431927614014639. PMID 25597865. S2CID 22435248.
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- ^ a b c Heinzel, G.; Rüdiger, A.; Schilling, R. (2002). Spectrum and spectral density estimation by the Discrete Fourier transform (DFT), including a comprehensive list of window functions and some new flat-top windows (Technical report). Max Planck Institute (MPI) für Gravitationsphysik / Laser Interferometry & Gravitational Wave Astronomy. 395068.0. Retrieved 2013-02-10. Also available at https://pure.mpg.de/rest/items/item_152164_1/component/file_152163/content
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- ^ "Hann (Hanning) window - MATLAB hann". www.mathworks.com. Retrieved 2020-02-12.
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- ^ Enochson, Loren D.; Otnes, Robert K. (1968). Programming and Analysis for Digital Time Series Data. U.S. Dept. of Defense, Shock and Vibration Info. Center. p. 142.
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- ^ Nuttall, Albert H. (Feb 1981). "Some Windows with Very Good Sidelobe Behavior". IEEE Transactions on Acoustics, Speech, and Signal Processing. 29 (1): 84–91. doi:10.1109/TASSP.1981.1163506. Extends Harris' paper, covering all the window functions known at the time, along with key metric comparisons.
- ^ "xxx".
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Blackman, R.B.; Tukey, J.W. (1959-01-01). The Measurement of Power Spectra from the Point of View of Communications Engineering. Dover Publications. p. 99. ISBN 978-0-486-60507-4.
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- ^ "Three-Term Blackman-Harris Window". ccrma.stanford.edu. Retrieved 2016-04-13.
- ^ a b Smith, Steven W. (2011). The Scientist and Engineer's Guide to Digital Signal Processing. San Diego, California, USA: California Technical Publishing. Retrieved 2013-02-14.
- ^ Rife, David C.; Vincent, G.A. (1970), "Use of the discrete Fourier transform in the measurement of frequencies and levels of tones", Bell Syst. Tech. J., 49 (2): 197–228, doi:10.1002/j.1538-7305.1970.tb01766.x
- ^ a b Andria, Gregorio; Savino, Mario; Trotta, Amerigo (1989), "Windows and interpolation algorithms to improve electrical measurement accuracy", IEEE Transactions on Instrumentation and Measurement, 38 (4): 856–863, Bibcode:1989ITIM...38..856A, doi:10.1109/19.31004
- ^ Schoukens, Joannes; Pintelon, Rik; Van Hamme, Hugo (1992), "The interpolated fast Fourier transform: a comparative study", IEEE Transactions on Instrumentation and Measurement, 41 (2): 226–232, Bibcode:1992ITIM...41..226S, doi:10.1109/19.137352
- ^ Bosi, Marina; Goldberg, Richard E. (2003). "Time to Frequency Mapping Part II: The MDCT". Introduction to Digital Audio Coding and Standards. The Springer International Series in Engineering and Computer Science. Vol. 721. Boston, MA: Springer US. p. 106. doi:10.1007/978-1-4615-0327-9. ISBN 978-1-4615-0327-9.
- ^ Kido, Ken'iti; Suzuki, Hideo; Ono, Takahiko; Fukushima, Manabu (1998). "Deformation of impulse response estimates by time window in cross spectral technique". Journal of the Acoustical Society of Japan E. 19 (5): 349–361. doi:10.1250/ast.19.349.
- ^ Landisman, M.; Dziewonski, A.; Satô, Y. (1969-05-01). "Recent Improvements in the Analysis of Surface Wave Observations". Geophysical Journal International. 17 (4): 369–403. Bibcode:1969GeoJ...17..369L. doi:10.1111/j.1365-246X.1969.tb00246.x.
- ^ "Bohman window – R2019B". www.mathworks.com. Retrieved 2020-02-12.
- ^ "Power-of-Cosine Window Family". ccrma.stanford.edu. Retrieved 10 April 2018.
- ^ a b
"Matlab for the Gaussian Window". ccrma.stanford.edu. Retrieved 2016-04-13.
Note that, on a dB scale, Gaussians are quadratic. This means that parabolic interpolation of a sampled Gaussian transform is exact. ... quadratic interpolation of spectral peaks may be more accurate on a log-magnitude scale (e.g., dB) than on a linear magnitude scale
- ^ "Gaussian Window and Transform". ccrma.stanford.edu. Retrieved 2016-04-13.
- ^ "Quadratic Interpolation of Spectral Peaks". ccrma.stanford.edu. Retrieved 2016-04-13.
- ^ a b c Starosielec, S.; Hägele, D. (2014). "Discrete-time windows with minimal RMS bandwidth for given RMS temporal width". Signal Processing. 102: 240–246. Bibcode:2014SigPr.102..240S. doi:10.1016/j.sigpro.2014.03.033.
- ^ Chakraborty, Debejyo; Kovvali, Narayan (2013). "Generalized normal window for digital signal processing". 2013 IEEE International Conference on Acoustics, Speech and Signal Processing. pp. 6083–6087. doi:10.1109/ICASSP.2013.6638833. ISBN 978-1-4799-0356-6. S2CID 11779529.
- ^ Diethorn, E.J. (1994). "The generalized exponential time-frequency distribution". IEEE Transactions on Signal Processing. 42 (5): 1028–1037. Bibcode:1994ITSP...42.1028D. doi:10.1109/78.295214.
- ^ Bloomfield, P. (2000). Fourier Analysis of Time Series: An Introduction. New York: Wiley-Interscience.
- ^ Tu, Loring W. (2008). "Bump Functions and Partitions of Unity". An Introduction to Manifolds. Universitext. New York: Springer. pp. 127–134. doi:10.1007/978-0-387-48101-2_13. ISBN 978-0-387-48098-5.
- ^ McKechan, D.J.A.; Robinson, C.; Sathyaprakash, B.S. (21 April 2010). "A tapering window for time-domain templates and simulated signals in the detection of gravitational waves from coalescing compact binaries". Classical and Quantum Gravity. 27 (8) 084020. arXiv:1003.2939. Bibcode:2010CQGra..27h4020M. doi:10.1088/0264-9381/27/8/084020. S2CID 21488253.
- ^ "Slepian or DPSS Window". ccrma.stanford.edu. Retrieved 2016-04-13.
- ^ a b Smith, J.O. (2011). "Kaiser and DPSS Windows Compared". ccrma.stanford.edu. Retrieved 2016-04-13.
- ^
Kaiser, James F.; Kuo, Franklin F. (1966). System Analysis by Digital Computer. John Wiley and Sons. pp. 232–235.
This family of window functions was "discovered" by Kaiser in 1962 following a discussion with B. F. Logan of the Bell Telephone Laboratories. ... Another valuable property of this family ... is that they also approximate closely the prolate spheroidal wave functions of order zero.
- ^ Kaiser, James F. (Nov 1964). "A family of window functions having nearly ideal properties". Unpublished Memorandum.
- ^ Rabiner, Lawrence R.; Gold, Bernard (1975). "3.11". Theory and application of digital signal processing. Englewood Cliffs, N.J.: Prentice-Hall. p. 94. ISBN 0-13-914101-4.
- ^ Crochiere, R.E.; Rabiner, L.R. (1983). "4.3.1". Multirate Digital Signal Processing. Englewood Cliffs, NJ: Prentice-Hall. p. 144. ISBN 0-13-605162-6.
- ^ Lin, Yuan-Pei; Vaidyanathan, P.P. (June 1998). "A Kaiser Window Approach for the Design of Prototype Filters of Cosine Modulated Filterbanks" (PDF). IEEE Signal Processing Letters. 5 (6): 132–134. Bibcode:1998ISPL....5..132L. doi:10.1109/97.681427. S2CID 18159105. Retrieved 2017-03-16.
- ^
Smith, J.O. (2011). "Kaiser Window". ccrma.stanford.edu. Retrieved 2019-03-20.
Sometimes the Kaiser window is parametrized by α, where β = πα.
- ^ "Kaiser Window, R2020a". www.mathworks.com. Mathworks. Retrieved 9 April 2020.
- ^
"Kaiser Window". www.dsprelated.com. Retrieved 2020-04-08.
The following Matlab comparison of the DPSS and Kaiser windows illustrates the interpretation of α as the bin number of the edge of the critically sampled window main lobe.
- ^ Kaiser, James F.; Schafer, Ronald W. (1980). "On the use of the I0-sinh window for spectrum analysis". IEEE Transactions on Acoustics, Speech, and Signal Processing. 28: 105–107. doi:10.1109/TASSP.1980.1163349.
- ^ a b c "Dolph-Chebyshev Window". ccrma.stanford.edu. Retrieved 2016-04-13.
- ^ "Dolph-Chebyshev Window Definition". ccrma.stanford.edu. Retrieved 2019-03-05.
- ^ a b c Kabal, Peter (2009). "Time Windows for Linear Prediction of Speech" (PDF). Technical Report, Dept. Elec. & Comp. Eng., McGill University (2a): 31. Retrieved 2 February 2014.
- ^ Streit, Roy (1984). "A two-parameter family of weights for nonrecursive digital filters and antennas". IEEE Transactions on Acoustics, Speech, and Signal Processing. 32: 108–118. doi:10.1109/tassp.1984.1164275.
- ^ a b c d Deczky, Andrew (2001). "Unispherical Windows". ISCAS 2001. The 2001 IEEE International Symposium on Circuits and Systems (Cat. No. 01CH37196). Vol. 2. pp. 85–88. doi:10.1109/iscas.2001.921012. ISBN 978-0-7803-6685-5. S2CID 38275201.
- ^ Bergen, S.W.A.; Antoniou, A. (2004). "Design of Ultraspherical Window Functions with Prescribed Spectral Characteristics". EURASIP Journal on Applied Signal Processing. 2004 (13): 2053–2065. Bibcode:2004EJASP2004...63B. doi:10.1155/S1110865704403114.
- ^ Bergen, Stuart W. A. (2005). "Design of the Ultraspherical Window Function and Its Applications" (PDF). Dissertation, University of Viktoria.
- ^ Smith, Julius O. III (2011-04-23). "Poisson Window". ccrma.stanford.edu. Retrieved 2020-02-12.
- ^ Gade, Svend; Herlufsen, Henrik (1987). "Technical Review No 3-1987: Windows to FFT analysis (Part I)" (PDF). Brüel & Kjær. Retrieved 2011-11-22.
- ^ Berry, C.P.L.; Gair, J.R. (12 December 2012). "Observing the Galaxy's massive black hole with gravitational wave bursts". Monthly Notices of the Royal Astronomical Society. 429 (1): 589–612. arXiv:1210.2778. Bibcode:2013MNRAS.429..589B. doi:10.1093/mnras/sts360. S2CID 118944979.
- ^ "Hann-Poisson Window". ccrma.stanford.edu. Retrieved 2016-04-13.
- ^ Wesley Beccaro (2020-10-31), "Generalized Adaptive Polynomial Window Function", mathworks.com, retrieved 2020-11-02
- ^ "Generalized Adaptive Polynomial Window Function". www.mathworks.com. Retrieved 2020-12-12.
- ^ Luo, Jiufel; Xie, Zhijiang; Li, Xinyi (2015-03-02). "Asymmetric Windows and Their Application in Frequency Estimation". Chongqing University. 9 (Algorithms & Computational Technology): 389–412. doi:10.1260/1748-3018.9.4.389. S2CID 124464194.
Further reading
[edit]- Harris, Frederic J. (September 1976). "Windows, Harmonic Analysis, and the Discrete Fourier Transform" (PDF). apps.dtic.mil. Naval Undersea Center, San Diego. Archived (PDF) from the original on April 8, 2019. Retrieved 2019-04-08.
- Albrecht, Hans-Helge (2012). Tailored minimum sidelobe and minimum sidelobe cosine-sum windows. Version 1.0. Vol. ISBN 978-3-86918-281-0 ). editor: Physikalisch-Technische Bundesanstalt. Physikalisch-Technische Bundesanstalt. doi:10.7795/110.20121022aa. ISBN 978-3-86918-281-0.
- Bergen, S.W.A.; Antoniou, A. (2005). "Design of Nonrecursive Digital Filters Using the Ultraspherical Window Function". EURASIP Journal on Applied Signal Processing. 2005 (12): 1910–1922. Bibcode:2005EJASP2005...44B. doi:10.1155/ASP.2005.1910.
- Prabhu, K. M. M. (2014). Window Functions and Their Applications in Signal Processing. Boca Raton, FL: CRC Press. ISBN 978-1-4665-1583-3.
- US patent 7065150, Park, Young-Seo, "System and method for generating a root raised cosine orthogonal frequency division multiplexing (RRC OFDM) modulation", published 2003, issued 2006
External links
[edit]
Media related to Window function at Wikimedia Commons- LabView Help, Characteristics of Smoothing Filters, http://zone.ni.com/reference/en-XX/help/371361B-01/lvanlsconcepts/char_smoothing_windows/
- Creation and properties of Cosine-sum Window functions, http://electronicsart.weebly.com/fftwindows.html
- Online Interactive FFT, Windows, Resolution, and Leakage Simulation | RITEC | Library & Tools
Window function
View on GrokipediaFundamentals
Definition
A window function in signal processing is a mathematical function that is zero-valued outside of some chosen finite interval, typically applied to multiply a signal segment to produce a tapered or windowed version of the signal. This multiplication helps mitigate discontinuities at the edges of the signal segment, which arise when analyzing finite-length data. In the discrete-time case, a window function is defined for integer indices , where is the length of the window, and otherwise. The windowed signal is then given by for , with outside this range. In the continuous-time case, the window function is nonzero only over a finite time interval, say , and the windowed signal is Window functions are often normalized to achieve unity gain, particularly for preserving the DC component of the signal. For the discrete case, this typically means ; in the continuous case, .[6] The concept of window functions originated in the early 20th-century efforts to improve the convergence of partial sums in Fourier series analysis, where early kernels like the Fejér kernel were developed to reduce ringing effects similar to those caused by abrupt truncation.[6] It was further formalized in signal processing during the 1940s, particularly in radar applications where tapering techniques were employed to control sidelobes in spectral analysis of received echoes.Motivation
In signal processing, the Fourier transform is defined for signals extending infinitely in time, assuming periodicity or aperiodicity without boundaries. However, real-world observations are inherently finite, capturing only a limited duration of the signal, which implicitly applies a rectangular window to truncate the data at the observation endpoints. This truncation creates abrupt discontinuities, causing spectral leakage: the energy of a true frequency component "leaks" into neighboring frequency bins in the discrete Fourier transform (DFT), distorting the spectrum and reducing the ability to accurately identify or measure signal frequencies.[4] These discontinuities exacerbate issues like the Gibbs phenomenon, where the partial sums of the Fourier series near a jump or sharp transition produce persistent oscillations, known as ringing artifacts, with overshoots and undershoots that do not diminish even as more terms are added. In the frequency domain, this appears as elevated sidelobes flanking the main lobe of the rectangular window's transform, spreading leakage far from the intended frequency and potentially obscuring low-amplitude signals buried in the noise floor. By replacing the rectangular window with a smoothly tapering function, these sidelobe amplitudes are suppressed, minimizing ringing and improving spectral clarity without altering the core signal content.[4] Window functions also navigate the fundamental trade-off in joint time-frequency representations, where achieving high resolution in one domain inherently broadens the spread in the other—a principle analogous to the Heisenberg uncertainty principle in quantum mechanics, limiting simultaneous precision in conjugate variables. Narrow windows enhance time localization for detecting transients but widen frequency spreads, increasing leakage; wider windows improve frequency resolution for distinguishing close tones but blur time details. Selecting a window thus optimizes this balance for the analysis goals, ensuring effective resolution tailored to the signal's characteristics.[4]Properties
Mathematical properties
Window functions exhibit specific symmetry properties that influence their performance in frequency analysis, particularly when applied to the fast Fourier transform (FFT). Symmetric window functions satisfy for , where is the window length, ensuring they are even functions centered at the midpoint. This symmetry results in a linear-phase response in the frequency domain for real-valued windows, preserving the phase characteristics of the underlying real signal in FFT computations and avoiding unwanted phase distortions.[7] In the time domain, window functions are characterized by several key features that quantify their impact on signal amplitude and noise. The constant level, or DC gain (also known as coherent gain), is defined as the sum , which represents the response to a constant input and is typically less than for tapered windows due to edge attenuation. The peak value is generally normalized to 1 at the window's center to maintain signal amplitude comparability. Coherence, or the sum of squared values , measures the window's effect on incoherent noise power, influencing the overall processing gain relative to a rectangular window.[8] The frequency-domain representation of a window function is given by its discrete-time Fourier transform (DTFT), which generally features a central main lobe centered at and oscillating sidelobes that decay away from the origin. The shape of determines the extent of spectral leakage, with the main lobe's width affecting frequency resolution and the sidelobes' amplitude governing interference from distant frequencies. For symmetric windows, is real-valued and even, simplifying analysis in real-signal FFT applications.[9] Energy concentration in window functions is governed by Parseval's theorem, which equates the energy in the time and frequency domains: , where are the DFT coefficients. This relation highlights how the window's total energy (in the continuous case) or discrete equivalent distributes across frequencies, with greater concentration in the main lobe reducing the noise floor by minimizing sidelobe energy spread in spectral estimates. Poor energy concentration leads to elevated noise levels, as sidelobe energy contributes to the overall spectral variance.[10]Performance metrics
Performance metrics for window functions quantify their trade-offs in frequency resolution, suppression of spectral leakage, and handling of noise and signal amplitudes in discrete Fourier transform (DFT) applications. These metrics are essential for selecting appropriate windows based on specific requirements, such as resolving closely spaced frequencies or detecting weak signals amid noise. Key measures include the mainlobe width, sidelobe levels, equivalent noise bandwidth, scalloping loss, and processing gain, each derived from the window's frequency response , the discrete-time Fourier transform of the time-domain window .[4] The mainlobe width, a primary indicator of frequency resolution, is defined as the 3 dB bandwidth of , spanning the frequencies where the magnitude response drops to (approximately -3 dB) of its peak value. This width determines the window's ability to distinguish adjacent spectral components; narrower mainlobes enhance resolution but typically increase sidelobe amplitudes, reflecting the inherent uncertainty principle in time-frequency analysis. is computed directly from the continuous frequency response of the window.[4] Sidelobe levels evaluate the window's effectiveness in suppressing energy leakage from strong spectral components into adjacent frequencies. The peak sidelobe level (PSL) is the highest magnitude in the sidelobe region, expressed in dB as , where the maximum is taken outside the mainlobe. Lower (more negative) PSL values indicate better dynamic range for detecting weak signals near strong ones. The integrated sidelobe level (ISL) extends this by integrating the total sidelobe energy, defined as , providing a measure of overall leakage power relative to the mainlobe. These metrics highlight the trade-off where aggressive sidelobe suppression broadens the mainlobe.[4] The equivalent noise bandwidth (ENBW) assesses the window's impact on noise power estimation, representing the bandwidth of an ideal rectangular filter that passes the same total noise power as the windowed DFT bin. For a window of length , it is given by in units of DFT bins. This formula arises from Parseval's theorem applied to white noise input, where ENBW quantifies the effective widening of each spectral bin due to the window's shape; values greater than 1 indicate increased noise variance compared to a rectangular window.[4] Scalloping loss describes the amplitude error in DFT magnitude estimates when a signal frequency lies midway between bin centers, equivalent to sampling at , where is the bin spacing and is the sampling period. It is the ratio of the coherent gain at this offset to the on-bin gain, in dB, reaching up to approximately 4 dB for the rectangular window due to the sinc function's first zero crossing. This loss stems from the discrete sampling of the continuous spectrum and varies with window design, influencing amplitude accuracy in non-coherent frequency measurements.[4] Process gain (PG) and worst-case processing loss address signal detection performance in noisy environments. PG represents the SNR improvement from coherent integration over samples, modified by the window, and is calculated as in dB, where higher values indicate better noise suppression relative to resolution loss. Worst-case processing loss combines PG degradation with scalloping loss, occurring when signals align poorly with bins, reducing detectability; it is critical for applications requiring robust threshold-based detection.[4]Applications
Spectral analysis
In spectral analysis, window functions are applied to finite-duration signals prior to computing the discrete Fourier transform (DFT) or its efficient implementation, the fast Fourier transform (FFT), to mitigate artifacts arising from the implicit assumption of periodicity in the DFT. Specifically, the windowed signal is formed as for , where is the original discrete-time signal and is the window function, followed by , the DFT of . This process is particularly beneficial for non-periodic signals, as the abrupt truncation of a finite signal segment in the rectangular window (equivalent to no windowing) leads to discontinuities at the edges, causing spectral leakage where energy from one frequency bin spreads into adjacent bins.[6][11] Leakage reduction is achieved through tapered window functions that smoothly attenuate the signal amplitude toward the edges, suppressing the high sidelobes in the frequency domain that characterize the rectangular window's spectrum. For instance, the spectrum of a rectangular window exhibits a main lobe with rapid sidelobe decay of approximately -6 dB/octave, but these sidelobes can mask weak frequency components; tapered windows, such as those with gradual roll-off, lower the peak sidelobe levels (e.g., to -40 dB or below) at the cost of widening the main lobe, thereby concentrating leakage while preserving overall energy. Conceptually, this can be visualized as the convolution of the true signal spectrum with the window's frequency response: a narrow main lobe with high sidelobes (rectangular) smears energy broadly, whereas a tapered window's broader main lobe but suppressed sidelobes confines the smearing to nearby frequencies, improving dynamic range in the estimated spectrum.[6][12][13] The short-time Fourier transform (STFT) extends this windowing approach to provide time-localized frequency analysis, essential for non-stationary signals. In the STFT, the signal is segmented into overlapping short frames, each multiplied by a window function centered at time , yielding , and then Fourier transformed to produce a spectrogram that depicts frequency content evolving over time. Windows in the STFT balance temporal resolution (shorter windows for finer time localization) against frequency resolution (longer windows for sharper spectral detail), enabling applications like audio processing where abrupt signal changes must be tracked without excessive smearing.[14][15] Windowing introduces a fundamental bias-variance trade-off in spectral estimates: while it reduces variance by smoothing the periodogram's noisy fluctuations through sidelobe suppression and effective noise averaging, it simultaneously biases amplitude estimates by altering the signal's energy content and broadening frequency peaks, with the equivalent noise bandwidth (ENBW) serving as a metric to quantify this resolution loss.[16][17]Filter design
In the design of finite impulse response (FIR) filters, the window method approximates an ideal frequency response by deriving its infinite-duration impulse response, truncating it to a finite length, and applying a window function to mitigate truncation effects. This approach is particularly suited for linear-phase FIR filters, where the impulse response is symmetric. The method leverages the duality between time-domain multiplication (windowing) and frequency-domain convolution, such that the filter's frequency response is the ideal response convolved with the window's Fourier transform.[18] The design process starts by defining the desired ideal frequency response , which specifies the filter type (e.g., low-pass, high-pass, or band-pass) along with parameters like cutoff frequencies. The ideal impulse response is then computed using the inverse discrete-time Fourier transform: This is noncausal and infinite in duration. To obtain a causal FIR filter of length , the response is truncated, delayed by samples for symmetry, and multiplied by a window of length : For a low-pass prototype with cutoff frequency , the ideal takes the form of a sinc function: with . High-pass or band-pass filters can be derived by similar transformations, such as subtracting or differencing low-pass prototypes.[19][20] The selection of the window function critically determines the filter's frequency-domain characteristics, introducing trade-offs among key performance metrics. A narrower mainlobe in the window's frequency response yields a sharper transition bandwidth between the passband and stopband, enabling better selectivity. Conversely, lower sidelobe levels minimize passband ripple (deviations from unity gain) and enhance stopband attenuation (suppression of unwanted frequencies), but often at the expense of a broader transition region. Rectangular truncation, for example, maximizes resolution (narrowest mainlobe) but produces high sidelobes, resulting in Gibbs phenomenon-like oscillations with ripples up to 9% in the passband and poor stopband rejection around -13 dB. More sophisticated windows balance these aspects, allowing designers to prioritize specifications like a transition width of 0.1π radians/sample or stopband attenuation exceeding 40 dB, depending on application needs such as audio processing or communications.[18][21] While computationally simple and intuitive—requiring only the inverse transform, truncation, and multiplication—the window method is inherently suboptimal for meeting precise specifications. The fixed spectral shape of any window imposes constraints, preventing the attainment of arbitrary ripple levels or transition widths without adjusting or switching windows, which may still fall short. In contrast, optimal techniques like the Parks-McClellan algorithm employ the Remez exchange principle to minimize the maximum weighted approximation error across bands, yielding equiripple filters that more efficiently satisfy given tolerances with fewer taps.[22][18]Statistics and curve fitting
In statistical estimation, window functions are employed as weights in weighted least squares (WLS) to address heteroscedasticity, where error variances differ across observations, by minimizing the objective function , with derived from a window that assigns higher importance to central or more relevant data points. This approach is particularly valuable in local regression techniques, such as locally weighted scatterplot smoothing (LOESS), where windows like the tricube function—defined as for and 0 otherwise—downweight distant observations to fit polynomials locally, improving estimates for non-linear relationships in noisy, variance-heterogeneous data. The method enhances robustness by modeling local structure without assuming global homoscedasticity, as demonstrated in foundational work on robust local fitting.[23] Savitzky-Golay filtering represents a specialized application of window-based polynomial fitting for data smoothing and differentiation in statistics and curve fitting. For each point in the dataset, a low-degree polynomial (typically quadratic or cubic) is fitted via least squares to the observations within a sliding window of fixed length, and the fitted value or its derivative at the window's center replaces the original point, effectively reducing noise while preserving signal features like peak widths better than convolution-based smoothers. This local least-squares procedure, which uses uniform weights within the rectangular window, is computationally efficient and widely applied in analytical chemistry for preprocessing spectral data, with the filter coefficients precomputed as a convolution kernel for rapid implementation. The technique's efficacy stems from its ability to maintain higher-order moments of the underlying signal, making it superior for derivative estimation in curve fitting tasks.[24] Kernel density estimation (KDE) utilizes window functions as kernel weights to construct non-parametric estimates of probability density functions from data samples, providing a smooth approximation without parametric assumptions. The density at a point is given by , where is the kernel (a symmetric window function integrating to 1) and is the bandwidth controlling window width. The Epanechnikov kernel, for and 0 otherwise, is asymptotically optimal under mean integrated squared error criteria due to its minimal roughness among positive kernels, offering a balance of bias and variance in density and regression smoothing applications. This kernel's compact support limits influence to nearby points, enhancing computational efficiency and interpretability in curve fitting for multimodal distributions. In resampling techniques for variance estimation, window functions define subsets of data for bootstrap and jackknife procedures, enabling reliable inference under dependence or non-stationarity by restricting resamples to local blocks. The moving block bootstrap, for instance, selects contiguous blocks of length equal to a window size via sampling with replacement, preserving serial correlation in time series while estimating variability of curve-fitting parameters like regression coefficients. Similarly, window subsampling—drawing all possible non-overlapping or overlapping subsets within fixed windows—serves as a jackknife-like method to compute pseudo-values for bias correction and standard errors, consistent for stationary processes and computationally lighter than full bootstrap for large datasets. These window-constrained approaches, rooted in block resampling theory, are essential for accurate uncertainty quantification in non-i.i.d. statistical modeling.[25]Advanced Topics
Overlapping windows
In signal processing, overlapping windows involve dividing a signal into segments where successive windows share a portion of their samples, enabling techniques such as the short-time Fourier transform (STFT) to achieve higher temporal resolution and facilitate signal reconstruction. This approach mitigates the limitations of non-overlapping segmentation by allowing adjacent frames to contribute redundantly to the analysis, which is essential for applications requiring continuous spectral estimates.[26] Two primary methods for STFT reconstruction using overlapping windows are overlap-add (OLA) and overlap-save (OLS). In OLA, the inverse STFT of each windowed frame is computed, and the overlapping portions are added together to reconstruct the original signal, assuming the windows satisfy the constant overlap-add (COLA) condition for perfect reconstruction. OLS, often used in fast convolution, discards the overlapped prefix of each frame after processing to avoid aliasing while saving the valid suffix for addition. A 50% overlap is commonly employed with the Hann window in both methods, as it ensures the summed windows approximate a constant gain, enabling perfect reconstruction without amplitude distortion.[27][26] The overlap percentage α, ranging from 0% (no overlap) to 99%, directly influences the redundancy and computational cost of the analysis. Higher α increases redundancy by including more shared samples across segments, improving smoothness in time-frequency representations but raising the number of required transforms and thus the processing load. The total number of segments M for a signal of length N and window length L is given by where the hop size (advance between windows) is L(1 - α); for example, α = 0.5 yields twice as many segments as non-overlapping processing, doubling the computational expense for enhanced resolution.[28] In audio processing, overlapping windows are critical for transforms like the modified discrete cosine transform (MDCT) used in MP3 compression, which applies 50% overlap to achieve perfect reconstruction via time-domain aliasing cancellation during synthesis. This overlap ensures seamless frame transitions without introducing audible artifacts in the decoded signal.[29] Overlapping windows also reduce artifacts in spectrograms by averaging out edge effects from windowing, such as spectral leakage at frame boundaries, leading to smoother and more accurate time-frequency visualizations. Raised-cosine windows are often selected for their smooth overlap characteristics in such scenarios.[28]Two-dimensional windows
Two-dimensional window functions extend the principles of one-dimensional windows to multidimensional signals, particularly for processing images and other spatial data. A separable two-dimensional window is defined as the outer product of two one-dimensional windows, expressed as , where and are spatial indices along the respective axes, and and are typically identical for symmetry. Non-separable windows, in contrast, are defined directly in two dimensions without such factorization, allowing for more flexible shapes that capture coupled spatial dependencies. These windows are commonly applied in the two-dimensional discrete Fourier transform (2D DFT) to mitigate spectral leakage in image spectra, concentrating signal energy while suppressing artifacts from finite data extents.[30][31] In applications, two-dimensional windows facilitate image filtering by tapering edges in local frequency-domain operations, enabling smoother transitions and reduced ringing in reconstructed images. For instance, they are integral to two-dimensional short-time Fourier transform (2D STFT) methods for texture analysis, where localized spectral features reveal patterns in medical or material images without global distortions. In magnetic resonance imaging (MRI), two-dimensional windows applied to k-space data help reduce edge artifacts, such as Gibbs ringing, by smoothly attenuating high-frequency components at the periphery, thereby improving overall image fidelity without excessive blurring.[32][33] The separability of two-dimensional windows offers significant computational advantages, as it allows processing along each dimension independently, reducing the complexity of convolutions or transforms from to for an grid, which aligns with the row-column separability of the 2D fast Fourier transform (FFT). This efficiency is particularly beneficial in real-time imaging systems, where separable designs can increase frame rates by up to 20-fold compared to non-separable counterparts. Non-separable windows, however, are preferred for scenarios requiring rotational invariance, such as modeling circular or radial features in isotropic fields, where separability might introduce directional biases.[34][10] Performance in two-dimensional windows is characterized by the width of the mainlobe and the attenuation of sidelobes in their 2D Fourier transforms, which determine resolution and leakage suppression, respectively. Separable windows often yield anisotropic frequency responses, with elongated mainlobes aligned to the axes, suitable for rectangular data but potentially distorting circular symmetries. Isotropic designs, achieved through non-separable or radially symmetric formulations, produce circular mainlobes for uniform spectral behavior in all directions, though at the cost of higher computational demands; sidelobe levels typically fall off at rates similar to their one-dimensional prototypes, around 18 dB per octave for common tapered windows.[10][35]Asymmetric windows
Asymmetric window functions in signal processing are defined by the property that their values do not satisfy for a window of length , resulting in a non-symmetric shape that introduces nonlinear phase responses and potential distortion in frequency-domain analyses such as the fast Fourier transform (FFT). Unlike symmetric windows, which exhibit constant time delay and linear phase due to their even symmetry around the center, asymmetric designs allow for adjustable time delays, making them suitable for applications requiring reduced latency in causal or real-time processing scenarios. These windows find particular utility in acoustic beamforming, where the asymmetry enables the synthesis of directional beampatterns that model real-world propagation asymmetries, such as those in microphone arrays for sound localization, while minimizing gain loss across frequencies.[36] In wavelet transforms, asymmetric windows support the construction of complex or Morlet-like wavelets that better capture transient events in non-stationary signals by providing unbalanced time-frequency localization, enhancing sensitivity to directional features like sediment flows in geophysical data.[37] Representative examples include causal exponential windows, which apply a one-sided decaying exponential for (with ), prioritizing recent samples in streaming data to emulate causal filtering with minimal lookahead delay.[38] Another overview example is the split-step window approach for non-stationary signals, which divides the analysis into asymmetric segments to adaptively handle varying signal characteristics, though it requires careful parameter tuning for stability.[39] Despite their advantages, asymmetric windows introduce drawbacks such as increased analytical complexity due to the need for nonlinear phase compensation and non-zero phase responses that can complicate interpretations in magnitude-only spectral analysis.[40] Their design often involves more computationally intensive optimization compared to symmetric counterparts, potentially raising implementation costs in resource-constrained systems.[40]Types of Window Functions
Rectangular window
The rectangular window, also known as the boxcar window, is the simplest form of window function in signal processing, defined as a constant value over a finite interval and zero elsewhere. For a discrete-time signal of length , the window is given by In the continuous-time domain, it corresponds to the rectangular function where is the window duration.[41] This window exhibits unique spectral properties that serve as a baseline for comparison with other windows. Its frequency response, the discrete-time Fourier transform (DTFT), is a Dirichlet kernel approximating a sinc function, resulting in the narrowest mainlobe width of radians (full width between first zeros) among common windows. However, it has the highest peak sidelobe level at approximately -13 dB and the maximum spectral leakage due to abrupt discontinuities at the edges, which cause energy to spread across frequencies. The equivalent noise bandwidth (ENBW) is 1, the minimum possible value, indicating no broadening of noise power beyond the nominal resolution.[42][43] The rectangular window is applied when minimal spectral distortion is desired and tapering is unnecessary, such as for signals that are strictly periodic within the window length or shorter than the window itself, avoiding leakage entirely. It is also used in boxcar averaging, a basic smoothing technique where the signal is averaged over contiguous blocks to reduce noise without weighting.[44][45] Historically, the rectangular window was the default implicit window in early implementations of the discrete Fourier transform (DFT), particularly following the development of efficient FFT algorithms in the 1960s, which highlighted spectral leakage issues when analyzing non-periodic signals within finite observation intervals.[46]Polynomial windows
Polynomial windows encompass a family of tapering functions derived from polynomial bases, notably B-splines, which offer smooth transitions and controlled spectral characteristics in signal processing applications such as spectral analysis and filter design. These windows are particularly valued for their ability to minimize discontinuities at the edges of finite-length signals, thereby reducing spectral leakage while maintaining desirable frequency-domain properties. Unlike the abrupt cutoff of the rectangular window, polynomial windows provide gradual tapering through piecewise or global polynomial expressions, with higher degrees yielding smoother profiles and progressively lower sidelobe levels.[47] B-spline windows form the core of this category, generated recursively as the convolution of the rectangular window with itself. A B-spline of order results from the -fold convolution of the unit rectangular function, producing inherently smooth, compactly supported basis functions. The zeroth-order B-spline is the rectangular window itself, while higher orders introduce polynomial segments with increasing continuity: linear for order 1, quadratic for order 2, and cubic for order 3. This construction ensures positive definiteness and local support, facilitating efficient computation via recursive filtering. Characteristics include narrower main lobes for equivalent sidelobe suppression compared to some trigonometric windows, with sidelobe levels decreasing as order increases—for instance, the first-order case achieves about -25 dB attenuation. These properties make B-spline windows effective for smoothing filters where ripple reduction is critical.[47][48] A representative example is the triangular window, the first-order B-spline (), defined for a length- sequence as with outside this range (adjusted for even via symmetry). This linear taper halves the sidelobe height relative to the rectangular window, yielding a highest sidelobe level of approximately -26.5 dB and a falloff rate of -11.4 dB/octave, balancing resolution and leakage suppression in basic spectral estimation tasks.[49] The Parzen window, a third-order B-spline (), employs a piecewise cubic formulation that closely approximates a Gaussian for enhanced smoothness: where and otherwise, with centered at . Its sidelobes decay as , providing superior far-out attenuation (highest sidelobe around -53 dB in standard implementations), though at the cost of a wider main lobe; this makes it suitable for applications demanding low distant interference, such as precise curve fitting in statistics.[50][51] The Welch window, a quadratic polynomial not strictly a B-spline but grouped here for its polynomial nature, is expressed as Introduced in the context of power spectral density estimation, it features a peak sidelobe level of -21.3 dB and a -12 dB/octave falloff, offering moderate leakage control with a relatively narrow main lobe (3 dB bandwidth of 1.44 bins); its simplicity and effectiveness in averaging multiple segments have made it a staple in methods like Welch's periodogram averaging.[52] Overall, polynomial windows excel in scenarios requiring tunable smoothness, with higher orders trading main-lobe width for sidelobe suppression—e.g., from -27 dB for triangular to below -50 dB for cubic variants—enhancing performance in noise-sensitive filtering without excessive computational overhead.[47]Raised-cosine windows
Raised-cosine windows constitute a family of window functions based on cosine curves raised by a constant offset, offering moderate sidelobe suppression suitable for spectral analysis where a balance between mainlobe width and leakage reduction is needed. These windows are characterized by their smooth tapering and are defined over a discrete interval of length , typically tapering near the endpoints to minimize discontinuities in periodic extensions. Their design stems from efforts to improve upon the rectangular window's high sidelobes while maintaining reasonable frequency resolution, as detailed in early analyses of discrete Fourier transform (DFT) processing.[53] The general form of a raised-cosine window is where and are positive constants with to ensure non-negativity, and the normalization often sets the maximum value to 1. This formulation allows adjustment of the offset and amplitude to optimize properties like peak sidelobe level and equivalent noise bandwidth (ENBW). The cosine term provides a periodic extension that is continuous but may have discontinuous derivatives depending on the endpoint values.[53] The Hann window, a symmetric raised-cosine variant, is given by corresponding to and . It reaches zero at both endpoints, promoting smooth periodic extension, and achieves a peak sidelobe level of -31 dB with sidelobes decaying at 18 dB per octave. The ENBW is 1.5 bins, indicating moderate broadening of the mainlobe compared to the rectangular window's 1.0 bin. This window supports perfect reconstruction in overlap-add methods with 50% overlap due to its constant-overlap-add (COLA) property.[53][26] In contrast, the Hamming window uses with and selected empirically to reduce distant sidelobes. It yields a peak sidelobe level of -43 dB and an ENBW of 1.36 bins, offering improved suppression of far-out sidelobes at the cost of non-zero endpoints, which introduce a minor discontinuity. The slight bias in coefficients minimizes the integrated sidelobe energy relative to the mainlobe.[53] Raised-cosine windows like the Hann and Hamming are employed as general-purpose tools in fast Fourier transform (FFT)-based spectral analysis, particularly in audio processing for frequency content estimation and in ultrasound imaging for harmonic signal detection and beamforming apodization. The Hann window, for example, is suitable for 95% of FFT applications due to its effective leakage control and resolution. In ultrasound, the Hanning window minimizes spectral leakage in DFT-based harmonic imaging to enhance tissue contrast.[9][54]Cosine-sum windows
Cosine-sum windows form a class of window functions constructed as finite sums of cosine terms, enabling precise control over the spectral sidelobes through optimization of the coefficients. These windows are particularly effective for applications requiring suppression of leakage in spectral analysis, such as harmonic detection. The general expression for a cosine-sum window of order is where , and the coefficients are selected to minimize sidelobe amplitudes while balancing other properties like mainlobe width.[4] The Blackman window, a three-term cosine-sum window (), uses coefficients , , and . This configuration yields a peak sidelobe level of approximately -58 dB and an equivalent noise bandwidth (ENBW) of 1.73 bins, providing good sidelobe attenuation at the expense of moderate mainlobe broadening compared to simpler windows.[4] Building on this approach, the Nuttall window employs optimized coefficients for four or more terms to achieve superior sidelobe suppression, with a peak sidelobe level of -93 dB. Variants include a continuous first-derivative form that ensures smoother transitions at the window edges, reducing artifacts in time-domain applications while maintaining the low sidelobe performance. These optimizations make Nuttall windows suitable for high-dynamic-range spectral estimation.[55] The Blackman-Harris window extends the cosine-sum to four terms () with coefficients , , , and , resulting in a peak sidelobe level of -92 dB. As the minimum sidelobe four-term window, it offers enhanced suppression over three-term designs like Blackman, though with increased ENBW around 2.00 bins and wider mainlobe, prioritizing dynamic range in frequency analysis. A specialized flat-top variant, often implemented as a five-term cosine-sum (up to ) with coefficients tuned for near-constant frequency response (e.g., , , , , ), achieves ultra-low passband ripple below 0.01 dB for accurate amplitude calibration in measurements, despite sidelobes near -93 dB and a significantly wider mainlobe (ENBW ≈ 3.77 bins). This trade-off favors precision in magnitude estimation over resolution.[4] The Rife-Vincent class represents another family of cosine-sum windows, derived for optimal tone parameter estimation in discrete Fourier transforms. These windows are categorized into subclasses, such as Class I for minimizing peak sidelobe levels and Class II for minimizing ENBW, with coefficients solved via constrained optimization to balance leakage and noise performance in frequency measurements. For instance, the Class I window emphasizes low maximum sidelobes for detecting weak signals amid stronger tones.[56]| Window | Terms (M) | Key Coefficients | Peak Sidelobe (dB) | ENBW (bins) |
|---|---|---|---|---|
| Blackman | 2 | a₀=0.42, a₁=-0.50, a₂=0.08 | -58 | 1.73 |
| Nuttall | 3 | Optimized (e.g., a₀≈0.36, a₁≈-0.49, a₂≈0.14, a₃≈-0.01) | -93 | ~2.06 |
| Blackman-Harris | 3 | a₀=0.35875, a₁=-0.48829, a₂=0.14128, a₃=-0.01168 | -92 | 2.00 |
| Flat-top | 4 | a₀=1.0000, a₁=-1.91295, a₂=1.07909, a₃=-0.16070, a₄=0.00972 | -93 | 3.77 |
Adjustable windows
Adjustable windows are parameterized families of window functions that allow designers to trade off key spectral properties, such as mainlobe width and sidelobe levels, through one or more adjustable parameters. These windows provide flexibility in applications like spectral analysis and FIR filter design, where fixed windows may not optimally balance resolution and leakage suppression. By varying the parameter, the window can interpolate between simpler forms, enabling tailored performance without deriving entirely new functions.[4] The Tukey window, also known as the tapered cosine window, is defined for as where controls the taper fraction. When , it reduces to the rectangular window; at , it becomes the Hann window. The parameter adjusts the transition bandwidth at the edges, widening the mainlobe as increases while reducing sidelobe amplitudes. This makes it useful for applications requiring variable edge tapering to minimize discontinuities.[4] The Kaiser window is given by for , where is the zeroth-order modified Bessel function of the first kind, and is the shape parameter. As increases, sidelobe levels decrease (approximately -20 log_{10}(\beta / 14) dB for large ), but the mainlobe widens, allowing a controllable trade-off between attenuation and resolution. This window approximates the prolate spheroidal window for optimal energy concentration and is widely used in FIR filter design due to its closed-form expression and adjustable sidelobe suppression. (Note: Direct 1974 proceedings not digitized; cited via secondary reference to original.) The Gaussian window is expressed as for , with controlling the window's width. Smaller values yield a wider window approaching the rectangular case, while larger narrows it, concentrating energy but increasing sidelobes. The Gaussian achieves the minimum time-bandwidth product among windows, making it optimal for time-frequency analysis where balanced localization is needed, as its Fourier transform is also Gaussian. Typical truncation uses , resulting in first sidelobe levels around -43 dB.[4][57] Discrete prolate spheroidal sequences (DPSS), or Slepian windows, are the eigenvectors of the time-bandwidth operator that maximize energy concentration within a specified frequency band. For a sequence length and time-bandwidth product (where is the half-bandwidth), the first sequences concentrate over 99% of their energy in the band . The parameter selects the sequence order, trading concentration against orthogonality; lower-order sequences provide better band-limiting. These windows underpin multitaper spectral estimation, optimizing bias-variance trade-offs in nonstationary signal analysis. Sidelobe levels can exceed -100 dB in optimal cases.[58][59] The Dolph-Chebyshev window achieves equiripple sidelobes with logarithmic spacing, defined via the inverse discrete cosine transform of a Chebyshev polynomial scaled by parameter (ripple ratio). For , approximately, where and is the desired sidelobe attenuation in dB. Increasing lowers sidelobes while widening the mainlobe, minimizing the maximum sidelobe for a given mainlobe width. This makes it ideal for array processing and radar where uniform sidelobe control is critical. For a 50 dB sidelobe level, the mainlobe width is about 2.2 times the rectangular window's. (Note: 1946 original; digitized reference.)[60] Other adjustable windows include the ultraspherical (prolate) window, parameterized by order , which generalizes the rectangular () and triangular () cases using Gegenbauer polynomials for flexible spectral shaping. The Poisson window employs exponential decay with rate , adjustable for rapid tapering in applications like gravitational wave analysis, where controls decay speed and spectral roll-off. Performance metrics, such as equivalent noise bandwidth, guide parameter selection for specific trade-offs.[61][4][62]Hybrid windows
Hybrid windows are constructed by combining multiple base window functions multiplicatively or additively to achieve tailored spectral properties, such as improved sidelobe suppression or better mainlobe characteristics, that are not attainable with individual base windows alone.[63] These designs leverage the strengths of each component, for instance, pairing a smooth tapering function with one that provides rapid decay to minimize leakage in applications like spectral analysis or gravitational wave detection. The Bartlett-Hann window is formed as a linear combination of a Bartlett (triangular) window and a Hann window, specifically defined aswhere is the window length and the coefficients are typically , , and . This hybrid provides a smooth taper inheriting the triangular window's low sidelobe levels while incorporating the Hann window's raised-cosine shape for reduced scalloping loss and better frequency resolution. In practice, it exhibits a highest sidelobe level around -42 dB and a mainlobe width approximately 1.46 bins, making it suitable for harmonic analysis where moderate dynamic range is required.[63][64] The Hann-Poisson window combines a central Hann window with Poisson (exponential) tails, given by
for , where is a tunable parameter controlling the exponential decay rate and thus the window's confinement.[65] Common values of range from 3 to 5, balancing the trade-off between mainlobe broadening and sidelobe attenuation; higher yields sharper tails for better localization but increases leakage. This design maintains the Hann window's low-pass characteristics in the core while the exponential decay suppresses distant sidelobes, achieving highest sidelobes as low as -50 dB for , which is advantageous in audio processing and radar signal analysis for resolving closely spaced frequencies.[65] The Planck-Bessel window multiplies a Planck-taper function, resembling a Lorentzian profile defined as , with a Kaiser-Bessel envelope involving a modified Bessel function to enhance low-leakage performance. Introduced for gravitational wave signal processing, it features adjustable parameters and (typically , ) that optimize dynamic range handling, resulting in a mainlobe width of about 2.16 bins and sidelobes below -60 dB. This hybrid excels in scenarios with signals spanning large amplitude scales, such as astrophysical observations, by minimizing interference from strong components on weaker ones through superior sidelobe decay. Other hybrid approaches include confined or approximate Gaussian windows, which truncate an ideal Gaussian with corrective terms to ensure finite support while approximating the Gaussian's minimal time-bandwidth product. The confined Gaussian family, for instance, adjusts a Gaussian envelope via a confinement parameter , converging to a pure Gaussian for small and a cosine window for large , with corrections to mitigate truncation-induced ripples in the spectrum. These designs achieve near-optimal RMS bandwidth for given temporal width, with sidelobe levels around -40 dB, and are applied in wavelet analysis and filter design where Gaussian-like smoothness is desired without infinite extent.



