Inversion Formula for the Windowed Fourier Transform

Mathematics – Functional Analysis

Scientific paper

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9 pages

Scientific paper

In this paper, we study the inversion formula for recovering a function from
its windowed Fourier transform. We give a rigorous proof for an inversion
formula which is known in engineering. We show that the integral involved in
the formula is convergent almost everywhere on $\bbR$ as well as in $L^p$ for
all $1

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