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Concept
Spectral leakage
Summary
The Fourier transform of a function of time, s(t), is a complex-valued function of frequency, S(f), often referred to as a frequency spectrum. Any linear time-invariant operation on s(t) produces a new spectrum of the form H(f)•S(f), which changes the relative magnitudes and/or angles (phase) of the non-zero values of S(f). Any other type of operation creates new frequency components that may be referred to as spectral leakage in the broadest sense. Sampling, for instance, produces leakage, which we call aliases of the original spectral component. For Fourier transform purposes, sampling is modeled as a product between s(t) and a Dirac comb function. The spectrum of a product is the convolution between S(f) and another function, which inevitably creates the new frequency components. But the term 'leakage' usually refers to the effect of windowing, which is the product of s(t) with a different kind of function, the window function. Window functions happen to have finite duration, but that is not necessary to create leakage. Multiplication by a time-variant function is sufficient.
The Fourier transform of the function cos(ωt) is zero, except at frequency ±ω. However, many other functions and waveforms do not have convenient closed-form transforms. Alternatively, one might be interested in their spectral content only during a certain time period. In either case, the Fourier transform (or a similar transform) can be applied on one or more finite intervals of the waveform. In general, the transform is applied to the product of the waveform and a window function. Any window (including rectangular) affects the spectral estimate computed by this method.
The effects are most easily characterized by their effect on a sinusoidal s(t) function, whose unwindowed Fourier transform is zero for all but one frequency.
Official source
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