**Mumbai University > Electronics and Telecommunication Engineering > Sem 5 > Random Signal Analysis

Marks: 10M

Year: Dec 2015

Power Spectral Density

Definition:

If {X (t)} is a stationary process (either in a strict sense or wide sense) with autocorrelation function R(τ), then the Fourier transform of R(τ) is called the power spectral density function of {X(t)} and denoted as $S_{xx}$ (ω) or $S_x$ (ω).

Thus $S_x$ (ω)=$∫_{-∞}^∞ R(τ) …