Studies by video microscopy on fluctuating colloids measure the real-space cross-correlations in particle motion. This set of correlations is then treated as a matrix, in order to study the spectrum and mode structure. We show that in general the modes are modified by the truncation of the full real-space correlations. We perform a theoretical analysis of the truncation, find the boundary conditions imposed by the truncation, and propose practical windowing strategies to eliminate artefacts. We study the problem from various perspectives, to compile a survey for experimentalists.