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The discrete Fourier transform (DFT) is applied as a coarse estimator of the frequency of a sine wave in Gaussian noise. Probability of anomaly and the variance of the estimation error are determined by computer simulation for several DFT block sizes as a function of signal energy-to-noise density ratioE/N_0. Several data windows are considered, but uniform weighting gives the best performance.
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Lewis Franklin. Palmer (1974) studied this question.
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