The signal has infinite length. We cannot sample it with a whole length. How can we truncate a infinite signal and sample it in finite step? And then how can we analyze it.

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    $\begingroup$ This is about signal processing fundamentals. Truncating an infinitely long signal to a finite length is a process called windowing. And sampling a continuous-time signals into sample values (with a finite step) is sampling. How to analyze and process these samples is what DSP is all about. $\endgroup$ – robert bristow-johnson Feb 19 at 3:29
  • $\begingroup$ Thx. I get the concept windowing. Could you recommend some resources for windowing? I just want to know the effects of windowing. $\endgroup$ – Fanjie Kong Feb 19 at 5:35
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    $\begingroup$ @FanjieKong your signals and systems basics textbook. If you're at a university, find the signals and systems basic lecture and the book/scriptum they use. Other than that, Oppenheim discrete-time signal processing is a classic, but goes way, way deeper; Bellanger's digital processing of signals might be more yours if you're into a bit of digital filtering, but not too much. As rbj said, these are basics, so essential every single introduction to digital signal processing will have it. $\endgroup$ – Marcus Müller Feb 19 at 8:26
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    $\begingroup$ " I just want to know the effects of windowing. " Windowing in the time domain corresponds to convolution in the frequency domain. And that is as detailed as I plan to get about this. $\endgroup$ – robert bristow-johnson Feb 19 at 8:39

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