Continuous Spectrum

F(k)

q So we need a “continuous spectrum” that tells us the variance of y(t) per unit frequency (wavenumber) interval: q k* is called the “Nyquist frequency”, which has a frequency of one cycle per 2Dt. (This is the k=N/2 harmonics). q The Nyquist frequency is the highest frequency can be resolved by the given spacing of the data point.

k

k1

k2

k*

Nyquist frequency