Discrete Fourier Analysis - M. W. Wong

This textbook presents basic notions and techniques of Fourier analysis in discrete settings. Written in a concise style, it is interlaced with remarks, discussions and motivations from signal analysis.

The first part is dedicated to topics related to the Fourier transform, including discrete time-frequency analysis and discrete wavelet analysis. Basic knowledge of linear algebra and calculus is the only prerequisite. The second part is built on Hilbert spaces and Fourier series and culminates in six chapters on pseudo-differential operators, providing a lucid introduction to this advanced topic in analysis. Some measure theory language is used, although most of this part is accessible to students familiar with an undergraduate course in real analysis.

Discrete Fourier Analysis: Second Edition is aimed at advanced undergraduate and graduate students in mathematics and applied mathematics. Enhanced with exercises, it will be an excellent resource for the classroom as well as for self-study.

This second edition is enriched by several new chapters on Hilbert–Schmidt and trace class pseudo-differential operators, constituting an additional module on discrete Fourier analysis.