Why do we need to add a window in digital signal processing?

When digital processing of analog signals, the first step is to sample the analog signals. The sampling frequency is determined by the nequest sampling theorem. Perform dtft on the sampled digital signal to obtain its spectrum. According to the calculation formula of dtft, all sampling points of signals are required for dtft calculation. When the signal is infinitely long or quite long, such calculation is not feasible. Therefore, the signal is divided into many data segments of a certain length and then processed in segments.

If the data is segmented, it is equivalent to processing the signal by adding a rectangle window, and doing DFT on the signal after the window is added, the high-frequency component introduced due to window addition will appear.

Since it is inevitable to add a window, select a suitable one. There are many window shapes. You can increase the attenuation of the high-frequency component by choosing the appropriate window function.