I. Introduction
The discrete Fourier transform (DFT) is by far the most popular signal analysis tool in science and engineering. It is a means of decomposition of a given signal into its individual frequency components. Study of the individual sinusoidal components of a signal provides useful information about the signal and is therefore a means of analysis of the signal [1], , [3]. In power engineering, for example, the DFT or its computationally efficient variant—the fast Fourier transform (FFT)—has been widely used as the standard method of harmonic detection and analysis [4], [5], [6] and phasor measurement [7], [8].