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Discrete Fourier transform
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===Trigonometric interpolation polynomial=== The [[trigonometric interpolation polynomial]] :<math>p(t) = \begin{cases} \displaystyle\frac{1}{N} \left[ \begin{alignat}{3} X_0 + X_1 e^{i 2\pi t} + \cdots &+ X_{\frac{N}{2}-1} e^{i 2\pi\big(\!\frac{N}{2}-1\!\big) t} &\\ &+ X_{\frac{N}{2}} \cos(N\pi t) &\\ &+ X_{\frac{N}{2}+1} e^{-i 2\pi\big(\!\frac{N}{2}-1\!\big) t} &+ \cdots + X_{N-1} e^{-i 2\pi t} \end{alignat} \right] & N\text{ even} \\ \displaystyle\frac{1}{N} \left[ \begin{alignat}{3} X_0 + X_1 e^{i 2\pi t} + \cdots &+ X_{\frac{N-1}{2}} e^{i 2\pi\frac{N-1}{2} t} &\\ &+ X_{\frac{N+1}{2}} e^{-i 2\pi\frac{N-1}{2} t} &+ \cdots + X_{N-1} e^{-i 2\pi t} \end{alignat} \right] & N\text{ odd} \end{cases}</math> where the coefficients ''X''<sub>''k''</sub> are given by the DFT of ''x''<sub>''n''</sub> above, satisfies the interpolation property <math>p(n/N) = x_n</math> for <math>n = 0, \ldots, N-1</math>. For even ''N'', notice that the [[Nyquist frequency|Nyquist component]] <math display="inline">\frac{X_{N/2}}{N} \cos(N\pi t)</math> is handled specially. This interpolation is ''not unique'': aliasing implies that one could add ''N'' to any of the complex-sinusoid frequencies (e.g. changing <math>e^{-it}</math> to <math>e^{i(N-1)t}</math>) without changing the interpolation property, but giving ''different'' values in between the <math>x_n</math> points. The choice above, however, is typical because it has two useful properties. First, it consists of sinusoids whose frequencies have the smallest possible magnitudes: the interpolation is [[bandlimited]]. Second, if the <math>x_n</math> are real numbers, then <math>p(t)</math> is real as well. In contrast, the most obvious trigonometric interpolation polynomial is the one in which the frequencies range from 0 to <math>N-1</math> (instead of roughly <math>-N/2</math> to <math>+N/2</math> as above), similar to the inverse DFT formula. This interpolation does ''not'' minimize the slope, and is ''not'' generally real-valued for real <math>x_n</math>; its use is a common mistake.
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