Inversion Formula for the Windowed Fourier Transform
Abstract
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 as well as in Lp for all 1<p<∞ if the function to be reconstructed is.
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