The Discrete Fourier Transform (DFT)

This video introduces the Discrete Fourier Transform (DFT), which is how to numerically compute the Fourier Transform on a computer. The DFT, along with its fast FFT implementation, is one of the most important algorithms of all time. Book Website: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf These lectures follow Chapter 2 from: "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/ Brunton Website: eigensteve.com This video was produced at the University of Washington