Spectral leakage
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Spectral leakage is an effect in the frequency analysis of signals where small amounts of signal energy are observed in frequency components that do not exist in the original waveform. The term leakage refers to the fact that it appears as if some energy has "leaked" out of the original signal spectrum into other frequencies.
[edit] Misconceptions
A common misconception is that spectral leakage is an artifact of the discrete Fourier transform, and the purpose of windowing is to mitigate it. In truth, windowing is the root cause of spectral leakage and the DFT is actually a way to create the illusion of no leakage. (Also required is a rectangular window and a signal whose spectral component(s) match one or more DFT basis functions.) However, the actual Fourier transform of a windowed signal reveals that the leakage is always present.
[edit] Shaping
Non-rectangular window functions actually increase the total leakage, but they can also redistribute it to places where it does the least harm, depending on the application. In general, they control the trade-off between resolving comparable strength signals with similar frequencies and resolving disparate strength signals with dissimilar frequencies.
