
In
signal processing
Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing ''signals'', such as audio signal processing, sound, image processing, images, Scalar potential, potential fields, Seismic tomograph ...
and
statistics
Statistics (from German language, German: ', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a s ...
, a window function (also known as an apodization function or tapering function
[) is a ]mathematical function
In mathematics, a function from a set (mathematics), set to a set assigns to each element of exactly one element of .; the words ''map'', ''mapping'', ''transformation'', ''correspondence'', and ''operator'' are sometimes used synonymously. ...
that is zero-valued outside of some chosen interval. Typically, window functions are symmetric around the middle of the interval, approach a maximum in the middle, and taper away from the middle. Mathematically, when another function or waveform/data-sequence is "multiplied" by a window function, the product is also zero-valued outside the interval: all that is left is the part where they overlap, the "view through the window". Equivalently, and in actual practice, the segment of data within the window is first isolated, and then only that data is multiplied by the window function values. Thus, tapering, not segmentation, is the main purpose of window functions.
The reasons for examining segments of a longer function include detection of transient events and time-averaging of frequency spectra. The duration of the segments is determined in each application by requirements like time and frequency resolution. But that method also changes the frequency content of the signal by an effect called spectral leakage
The Fourier transform of a function of time, s(t), is a complex-valued function of frequency, S(f), often referred to as a frequency spectrum. Any LTI system theory, linear time-invariant operation on s(t) produces a new spectrum of the form H(f)� ...
. Window functions allow us to distribute the leakage spectrally in different ways, according to the needs of the particular application. There are many choices detailed in this article, but many of the differences are so subtle as to be insignificant in practice.
In typical applications, the window functions used are non-negative, smooth, "bell-shaped" curves.[ Rectangle, triangle, and other functions can also be used. A more general definition of window functions does not require them to be identically zero outside an interval, as long as the product of the window multiplied by its argument is square integrable, and, more specifically, that the function goes sufficiently rapidly toward zero.][
]
Applications
Window functions are used in spectral analysis
Analysis (: analyses) is the process of breaking a complex topic or substance into smaller parts in order to gain a better understanding of it. The technique has been applied in the study of mathematics and logic since before Aristotle (38 ...
/modification/ resynthesis,[ the design of finite impulse response filters, merging multiscale and multidimensional datasets, as well as ]beamforming
Beamforming or spatial filtering is a signal processing technique used in sensor arrays for directional signal transmission or reception. This is achieved by combining elements in an antenna array in such a way that signals at particular angles ...
and antenna design.
Spectral analysis
The Fourier transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
of the function is zero, except at frequency ±''ω''. However, many other functions and waveforms do not have convenient closed-form transforms. Alternatively, one might be interested in their spectral content only during a certain time period.
In either case, the Fourier transform (or a similar transform) can be applied on one or more finite intervals of the waveform. In general, the transform is applied to the product of the waveform and a window function. Any window (including rectangular) affects the spectral estimate computed by this method.
Filter design
Windows are sometimes used in the design of digital filters, in particular to convert an "ideal" impulse response of infinite duration, such as a sinc function, to a finite impulse response (FIR) filter design. That is called the ''window method''.[
]
Statistics and curve fitting
Window functions are sometimes used in the field of statistical analysis
Statistical inference is the process of using data analysis to infer properties of an underlying probability distribution.Upton, G., Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP. . Inferential statistical analysis infers properties of ...
to restrict the set of data being analyzed to a range near a given point, with a weighting factor that diminishes the effect of points farther away from the portion of the curve being fit. In the field of Bayesian analysis and curve fitting, this is often referred to as the kernel.
Rectangular window applications
Analysis of transients
When analyzing a transient signal in modal analysis
Modal analysis is the study of the dynamic properties of systems in the frequency domain. It consists of mechanically exciting a studied component in such a way to target the Normal mode, modeshapes of the structure, and recording the vibration ...
, such as an impulse, a shock response, a sine burst, a chirp burst, or noise burst, where the energy vs time distribution is extremely uneven, the rectangular window may be most appropriate. For instance, when most of the energy is located at the beginning of the recording, a non-rectangular window attenuates most of the energy, degrading the signal-to-noise ratio.[
]
Harmonic analysis
One might wish to measure the harmonic content of a musical note from a particular instrument or the harmonic distortion of an amplifier at a given frequency. Referring again to Figure 2, we can observe that there is no leakage at a discrete set of harmonically-related frequencies sampled by the discrete Fourier transform
In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced Sampling (signal processing), samples of a function (mathematics), function into a same-length sequence of equally-spaced samples of the discre ...
(DFT). (The spectral nulls are actually zero-crossings, which cannot be shown on a logarithmic scale such as this.) This property is unique to the rectangular window, and it must be appropriately configured for the signal frequency, as described above.
Overlapping windows
When the length of a data set to be transformed is larger than necessary to provide the desired frequency resolution, a common practice is to subdivide it into smaller sets and window them individually. To mitigate the "loss" at the edges of the window, the individual sets may overlap in time. See Welch method of power spectral analysis and the modified discrete cosine transform.
Two-dimensional windows
Two-dimensional windows are commonly used in image processing to reduce unwanted high-frequencies in the image Fourier transform.[ They can be constructed from one-dimensional windows in either of two forms.][ The separable form, is trivial to compute. The radial form, , which involves the radius , is ]isotropic
In physics and geometry, isotropy () is uniformity in all orientations. Precise definitions depend on the subject area. Exceptions, or inequalities, are frequently indicated by the prefix ' or ', hence '' anisotropy''. ''Anisotropy'' is also ...
, independent on the orientation of the coordinate axes. Only the Gaussian function is both separable and isotropic.[ The separable forms of all other window functions have corners that depend on the choice of the coordinate axes. The isotropy/]anisotropy
Anisotropy () is the structural property of non-uniformity in different directions, as opposed to isotropy. An anisotropic object or pattern has properties that differ according to direction of measurement. For example, many materials exhibit ve ...
of a two-dimensional window function is shared by its two-dimensional Fourier transform. The difference between the separable and radial forms is akin to the result of diffraction
Diffraction is the deviation of waves from straight-line propagation without any change in their energy due to an obstacle or through an aperture. The diffracting object or aperture effectively becomes a secondary source of the Wave propagation ...
from rectangular vs. circular apertures, which can be visualized in terms of the product of two sinc functions vs. an Airy function
In the physical sciences, the Airy function (or Airy function of the first kind) is a special function named after the British astronomer George Biddell Airy (1801–1892). The function Ai(''x'') and the related function Bi(''x''), are Linear in ...
, respectively.
Examples of window functions
Conventions:
* is a zero-phase function (symmetrical about ),[ continuous for where is a positive integer (even or odd).][
*The sequence is ''symmetric'', of length
* is ''DFT-symmetric'', of length
*The parameter B displayed on each spectral plot is the function's noise equivalent bandwidth metric, in units of ''DFT bins''.][
**See and Normalized frequency for understanding the use of "bins" for the x-axis in these plots.
The sparse sampling of a discrete-time Fourier transform (DTFT) such as the DFTs in Fig 2 only reveals the leakage into the DFT bins from a sinusoid whose frequency is also an integer DFT bin. The unseen sidelobes reveal the leakage to expect from sinusoids at other frequencies. Therefore, when choosing a window function, it is usually important to sample the DTFT more densely (as we do throughout this section) and choose a window that suppresses the sidelobes to an acceptable level.
]
Rectangular window
The rectangular window (sometimes known as the boxcar
A boxcar is the North American (Association of American Railroads, AAR) and South Australian Railways term for a Railroad car#Freight cars, railroad car that is enclosed and generally used to carry freight. The boxcar, while not the simpl ...
or uniform or Dirichlet
Johann Peter Gustav Lejeune Dirichlet (; ; 13 February 1805 – 5 May 1859) was a German mathematician. In number theory, he proved special cases of Fermat's last theorem and created analytic number theory. In Mathematical analysis, analysis, h ...
window or misleadingly as "no window" in some programs) is the simplest window, equivalent to replacing all but ''N'' consecutive values of a data sequence by zeros, making the waveform suddenly turn on and off:
:
Other windows are designed to moderate these sudden changes, to reduce scalloping loss and improve dynamic range (described in ).
The rectangular window is the 1st-order ''B''-spline window as well as the 0th-power power-of-sine window.
The rectangular window provides the minimum mean square error estimate of the Discrete-time Fourier transform, at the cost of other issues discussed.
''B''-spline windows
''B''-spline windows can be obtained as ''k''-fold convolutions of the rectangular window. They include the rectangular window itself (''k'' = 1), the (''k'' = 2) and the (''k'' = 4).[ Alternative definitions sample the appropriate normalized ''B''-spline basis functions instead of convolving discrete-time windows. A ''k''th-order ''B''-spline basis function is a piece-wise polynomial function of degree ''k'' − 1 that is obtained by ''k''-fold self-convolution of the rectangular function.
]
Triangular window
Triangular windows are given by
:
where ''L'' can be ''N'',[ ''N'' + 1,][ or ''N'' + 2.][ The first one is also known as Bartlett window or Fejér window. All three definitions converge at large ''N''.
The triangular window is the 2nd-order ''B''-spline window. The ''L'' = ''N'' form can be seen as the convolution of two -width rectangular windows. The Fourier transform of the result is the squared values of the transform of the half-width rectangular window.
]
Parzen window
Defining , the Parzen window, also known as the de la Vallée Poussin window,[ is the 4th-order ''B''-spline window given by
:
:
]
Other polynomial windows
Welch window
The Welch window consists of a single parabolic section:
:[
Alternatively, it can be written as two factors, as in a beta distribution:
:
The defining quadratic polynomial reaches a value of zero at the samples just outside the span of the window.
The Welch window is fairly close to the sine window, and just as the power-of-sine windows are a useful parameterized family, the power-of-Welch window family is similarly useful. Powers of the Welch or parabolic window are also Pearson type II distributions and symmetric beta distributions, and are purely algebraic functions (if the powers are rational), as opposed to most windows that are transcendental functions. If different exponents are used on the two factors in the Welch polynomial, the result is a general beta distribution, which is useful for making asymmetric window functions.
]
Raised-cosine windows
Windows in the form of a cosine function offset by a constant, such as the popular Hamming and Hann windows, are sometimes called raised-cosine windows. The Hann window is particularly like the raised cosine distribution, which goes smoothly to zero at its ends.
The raised-cosine windows have the form:
:
or alternatively as their zero-phase versions:
:
Hann window
Setting produces a Hann window:
:[
named after Julius von Hann, and sometimes referred to as ''Hanning'', which derived from the verb "to Hann". It is also known as the raised cosine, because of its similarity to a raised-cosine distribution.
This function is a member of both the cosine-sum and power-of-sine families. Unlike the Hamming window, the end points of the Hann window just touch zero. The resulting side-lobes roll off at about 18 dB per octave.][
]
Hamming window
Setting to approximately 0.54, or more precisely 25/46, produces the Hamming window, proposed by Richard W. Hamming. This choice places a zero crossing at frequency 5/(''N'' − 1), which cancels the first sidelobe of the Hann window, giving it a height of about one-fifth that of the Hann window.[
The Hamming window is often called the Hamming blip when used for pulse shaping.][
Approximation of the coefficients to two decimal places substantially lowers the level of sidelobes,][ to a nearly equiripple condition.][ In the equiripple sense, the optimal values for the coefficients are ''a''0 = 0.53836 and ''a''1 = 0.46164.][
]
Cosine-sum windows
This family, which generalizes the raised-cosine windows, is also known as generalized cosine windows.
In most cases, including the examples below, all coefficients ''a''''k'' ≥ 0. These windows have only 2''K'' + 1 non-zero ''N''-point DFT coefficients.
Blackman window
Blackman windows are defined as
:
:
By common convention, the unqualified term ''Blackman window'' refers to Blackman's "not very serious proposal" of (''a''0 = 0.42, ''a''1 = 0.5, ''a''2 = 0.08), which closely approximates the exact Blackman,[ with ''a''0 = 7938/18608 ≈ 0.42659, ''a''1 = 9240/18608 ≈ 0.49656, and ''a''2 = 1430/18608 ≈ 0.076849.][ These exact values place zeros at the third and fourth sidelobes,][ but result in a discontinuity at the edges and a 6 dB/oct fall-off. The truncated coefficients do not null the sidelobes as well, but have an improved 18 dB/oct fall-off.][
]
Nuttall window, continuous first derivative
The continuous form of the Nuttall window, and its first derivative
In mathematics, the derivative is a fundamental tool that quantifies the sensitivity to change of a function's output with respect to its input. The derivative of a function of a single variable at a chosen input value, when it exists, is t ...
are continuous everywhere, like the Hann function. That is, the function goes to 0 at unlike the Blackman–Nuttall, Blackman–Harris, and Hamming windows. The Blackman window () is also continuous with continuous derivative at the edge, but the "exact Blackman window" is not.
:
:
Blackman–Nuttall window
:
:
Blackman–Harris window
A generalization of the Hamming family, produced by adding more shifted cosine functions, meant to minimize side-lobe levels[
:
:
]
Flat top window
A flat top window is a partially negative-valued window that has minimal scalloping loss in the frequency domain. That property is desirable for the measurement of amplitudes of sinusoidal frequency components.[ However, its broad bandwidth results in high noise bandwidth and wider frequency selection, which depending on the application could be a drawback.
Flat top windows can be designed using low-pass filter design methods,][ or they may be of the usual cosine-sum variety:
:
Th]
Matlab variant
has these coefficients:
:
Other variations are available, such as sidelobes that roll off at the cost of higher values near the main lobe.[
]
Rife–Vincent windows
Rife–Vincent windows[ are customarily scaled for unity average value, instead of unity peak value. The coefficient values below, applied to , reflect that custom.
Class I, Order 1 (''K'' = 1): Functionally equivalent to the Hann window and power of sine ().
Class I, Order 2 (''K'' = 2): Functionally equivalent to the power of sine ().
Class I is defined by minimizing the high-order sidelobe amplitude. Coefficients for orders up to K=4 are tabulated.][
Class II minimizes the main-lobe width for a given maximum side-lobe.
Class III is a compromise for which order ''K'' = 2 resembles the .][
]
Sine window
:
The corresponding function is a cosine without the /2 phase offset. So the ''sine window''[ is sometimes also called ''cosine window''.][ As it represents half a cycle of a sinusoidal function, it is also known variably as ''half-sine window''][ or ''half-cosine window''.][
The autocorrelation of a sine window produces a function known as the Bohman window.][
]
Power-of-sine/cosine windows
These window functions have the form:[
:
The rectangular window (), the sine window (), and the Hann window () are members of this family.
For even-integer values of these functions can also be expressed in cosine-sum form:
:
:
]
Adjustable windows
Gaussian window
The Fourier transform of a Gaussian is also a Gaussian. Since the support of a Gaussian function extends to infinity, it must either be truncated at the ends of the window, or itself windowed with another zero-ended window.[
Since the log of a Gaussian produces a ]parabola
In mathematics, a parabola is a plane curve which is Reflection symmetry, mirror-symmetrical and is approximately U-shaped. It fits several superficially different Mathematics, mathematical descriptions, which can all be proved to define exactl ...
, this can be used for nearly exact quadratic interpolation in frequency estimation.[
:
:
The standard deviation of the Gaussian function is ''σ'' · ''N''/2 sampling periods.
]
Confined Gaussian window
The confined Gaussian window yields the smallest possible root mean square frequency width for a given temporal width .[ These windows optimize the RMS time-frequency bandwidth products. They are computed as the minimum eigenvectors of a parameter-dependent matrix. The confined Gaussian window family contains the and the in the limiting cases of large and small , respectively.
]
Approximate confined Gaussian window
Defining , a confined Gaussian window of temporal width is well approximated by:[
:
where is a Gaussian function:
::
The standard deviation of the approximate window is asymptotically equal (i.e. large values of ) to for .][
]
Generalized normal window
A more generalized version of the Gaussian window is the generalized normal window.[ Retaining the notation from the ]Gaussian window
In signal processing and statistics, a window function (also known as an apodization function or tapering function) is a function (mathematics), mathematical function that is zero-valued outside of some chosen interval (mathematics), interval. T ...
above, we can represent this window as
:
for any even . At , this is a Gaussian window and as approaches , this approximates to a rectangular window. The Fourier transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
of this window does not exist in a closed form for a general . However, it demonstrates the other benefits of being smooth, adjustable bandwidth. Like the , this window naturally offers a "flat top" to control the amplitude attenuation of a time-series (on which we don't have a control with Gaussian window). In essence, it offers a good (controllable) compromise, in terms of spectral leakage, frequency resolution and amplitude attenuation, between the Gaussian window and the rectangular window.
See also [ for a study on time-frequency representation of this window (or function).
]
Tukey window
The Tukey window, also known as the ''cosine-tapered window'', can be regarded as a cosine lobe of width (spanning observations) that is convolved with a rectangular window of width .
: [
At it becomes rectangular, and at it becomes a Hann window.
]
Planck-taper window
The so-called "Planck-taper" window is a bump function
In mathematical analysis, a bump function (also called a test function) is a function f : \Reals^n \to \Reals on a Euclidean space \Reals^n which is both smooth (in the sense of having continuous derivatives of all orders) and compactly supp ...
that has been widely used[ in the theory of ]partitions of unity
In mathematics, a partition of unity on a topological space is a Set (mathematics), set of continuous function (topology), continuous functions from to the unit interval ,1such that for every point x\in X:
* there is a neighbourhood (mathem ...
in manifolds. It is smooth (a function) everywhere, but is exactly zero outside of a compact region, exactly one over an interval within that region, and varies smoothly and monotonically between those limits. Its use as a window function in signal processing was first suggested in the context of gravitational-wave astronomy, inspired by the Planck distribution.[ It is defined as a ]piecewise
In mathematics, a piecewise function (also called a piecewise-defined function, a hybrid function, or a function defined by cases) is a function whose domain is partitioned into several intervals ("subdomains") on which the function may be ...
function:
:
The amount of tapering is controlled by the parameter ''ε'', with smaller values giving sharper transitions.
DPSS or Slepian window
The DPSS (discrete prolate spheroidal sequence) or Slepian window maximizes the energy concentration in the main lobe,[ and is used in multitaper spectral analysis, which averages out noise in the spectrum and reduces information loss at the edges of the window.
The main lobe ends at a frequency bin given by the parameter ''α''.][
The Kaiser windows below are created by a simple approximation to the DPSS windows:
]
Kaiser window
The Kaiser, or Kaiser–Bessel, window is a simple approximation of the DPSS window using Bessel function
Bessel functions, named after Friedrich Bessel who was the first to systematically study them in 1824, are canonical solutions of Bessel's differential equation
x^2 \frac + x \frac + \left(x^2 - \alpha^2 \right)y = 0
for an arbitrary complex ...
s, discovered by James Kaiser.[
: ][
:
where is the 0-order modified Bessel function of the first kind. Variable parameter determines the tradeoff between main lobe width and side lobe levels of the spectral leakage pattern. The main lobe width, in between the nulls, is given by in units of DFT bins,][ and a typical value of is 3.
]
Dolph–Chebyshev window
Minimizes the Chebyshev norm of the side-lobes for a given main lobe width.[
The zero-phase Dolph–Chebyshev window function ]