Fourier space filtering
问题 I have a real vector time series x of length T and a filter h of length t << T. h is a filter in fourier space, real and symmetric. It is approximately 1/f. I would like to filter x with h to get y. Suppose t == T and FFT's of length T could fit into memory (neither of which are true). To get my filtered x in python, I would do: import numpy as np from scipy.signal import fft, ifft y = np.real( np.ifft( np.fft(x) * h ) ) ) Since the conditions don't hold, I tried the following hack: Select a