Nyquist Rate

The term Nyquist is often used to describe the Nyquist sampling rate or the Nyquist frequency.

The Nyquist rate or frequency is the minimum rate at which a finite bandwidth signal needs to be sampled to retain all of the information. For a bandwidth of span B, the Nyquist frequency is just 2 B.

If a time series is sampled at regular time intervals dt, then the Nyquist rate is just 1/(2 dt ).

When searching for periodicities in a time series, frequencies greater than the Nyquist rate get attenuated and appear at lower frequencies than they are really present in. This is known as “aliasing”.

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