Repeated symmetric filtering can amplify an oscillation

ID: repeated-symmetric-filtering-can-amplify-an-oscillation

The symmetric filter with weights has unit gain at zero frequency, but its largest gain is at signed frequencies . Applied times, it multiplies a spectral density by . Thus repetition amplifies and selects a period-six oscillation instead of merely suppressing short-scale noise. On a two-sided frequency domain both peaks must be retained.

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