The Fast Fourier Transform ( FFT)
Here I introduce the Fast Fourier Transform (FFT), which is how we compute the Fourier Transform on a computer. The FFT is one of the most important algorithms of all time. Book Website: Book PDF: These lectures follow Chapter 2 from: DataDriven Science and Engineering: Machine Learning, Dynamical Systems, and Control by Brunton and Kutz Amazon: Brunto
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