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