STFT.analysis added.

A function for signal analysis using STFT is added.

src/STFT.jl

@@ -3,5 +3,29 @@ module STFT
 using FFTW
 
 
+_fft(x::AbstractMatrix{<:Real}, d) = rfft(x, d)
+_fft(x::AbstractMatrix{<:Complex}, d) = fft(x, d)
+
+
+
+function analysis(
+    x::AbstractVector{T},
+    w::AbstractVector{T},
+    L::Integer = 0,
+    N::Integer = length(w);
+)::AbstractMatrix{<:Complex} where {T<:Number}
+    X = length(x)       # Length of the signal in samples
+    W = length(w)       # Length of the window in samples
+    H = W - L           # Hop
+    S = (X-L) ÷ H       # Number of segments
+    N = N < W ? W : N   # DFT size
+    sc = zeros(T, N, S) # Allocate container for signal segments
+
+    for s ∈ 1:S, n ∈ 1:W # Slice the signal
+        sc[n, s] = w[n] * x[(s-1)*H+n]
+    end
+    _fft(sc, 1) # Convert segments to frequency-domain
+end
+
 
 end # module