Aliasing in Time Series Analysis
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The relationship between two sinusoidal signals and
is shown for
and
The signals are assumed to be observed at times
and the observed points are indicated. When
is an integer the points on the curve coincide and the signals are said to be aliased. Considering all frequencies in the range
, the largest value of
so that all signals may be identified from the observed points is called the Nyquist frequency. It is well known that
.
Contributed by: Ian McLeod (March 2011)
Open content licensed under CC BY-NC-SA
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