On-the-fly Fourier transform computation in Java

I want to write a Java program that uses fast Fourier transform. The program reads data every 5 milliseconds from sensors and should do something with data every 200 milliseconds based on data from the last five seconds.

Is there a good Java library that provides a way to Fourier transform without recalculating all five seconds every time?

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Hard problems in real time are not a proper Java application. Too many variables, such as garbage collection and threads, that are not guaranteed for a given interval to make this possible. If close enough, then it will work. The performance of your software depending on the time will also depend on the OS and hardware used, as well as on what other programs also work in this field.

There is Real Time Java , which has a special API for the problems that I mentioned above. You do not indicate that you are using this. It is also a different animal in many ways than plain Java.

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