CHAPTER 10

Power Spectral Density

In the study of deterministic signals and systems, frequency domain techniques (e.g., Fourier transforms) provide a valuable tool that allows the engineer to gain significant insights into a variety of problems. In this chapter, we develop frequency domain tools for studying random processes. This will prepare us for the study of random processes in linear systems in the next chapter.

For a deterministic continuous signal, x(t), the Fourier transform is used to describe its spectral content. In this text, we write the Fourier transform as1

image (10.1)

and the corresponding inverse transform is

(10.2)

For discrete-time ...

Get Probability and Random Processes, 2nd Edition now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.