Which come first, PCA, FFT, filtering Might be a simple question, but I keep second guessing my algorithm, so a confirmation would be good. I first do bandpass filtering, then PCA, then FFT of the top principle components.

I also do some sine wave fitting on the filtered data, and on the principle components, but it doesnt make sense to do it on the fft data? Right?

Thank you for your patience on this stupid question.
Functionally PCA, FFT could be interchanged without changing anything.  

e.g.

[U,~,~] = svd(A);
[FU,~,~] = svd(fft(A));


fft(U) and FU are the same (up to an arbitrary phase rotation)

However, it may help speed to do BPF first, then FFT, and discard the stopband to reduce dimensionality before doing PCA.