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    Power Spectral Density

    Uploaded by

    Ashwin Umesh
    The document defines power spectral density and correlation functions for signals. It shows that: 1) The power spectral density function Sf(ω) provides the relative power contribution of a signal f(t) at different frequencies, and its integral equals the total power. 2) The autocorrelation function Rf(τ) is the inverse Fourier transform of the power spectral density function Sf(ω). 3) Rf(τ) can be calculated as the limit of the average of the product of f(t) and its time-shifted version f(t+τ) as the time period approaches infinity.

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    Download as PDF, TXT or read online from Scribd

    Power Spectral Density

    Uploaded by

    Ashwin Umesh
    39 views2 pages
    The document defines power spectral density and correlation functions for signals. It shows that: 1) The power spectral density function Sf(ω) provides the relative power contribution of a signal f(t) at different frequencies, and its integral equals the total power. 2) The autocorrelation function Rf(τ) is the inverse Fourier transform of the power spectral density function Sf(ω). 3) Rf(τ) can be calculated as the limit of the average of the product of f(t) and its time-shifted version f(t+τ) as the time period approaches infinity.

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    The document defines power spectral density and correlation functions for signals. It shows that: 1) The power spectral density function Sf(ω) provides the relative power contribution of a signal f(t) at different frequencies, and its integral equals the total power. 2) The autocorrelation function Rf(τ) is the inverse Fourier transform of the power spectral density function Sf(ω). 3) Rf(τ) can be calculated as the limit of the average of the product of f(t) and its time-shifted version f(t+τ) as the time period approaches infinity.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    39 views2 pages

    Power Spectral Density

    Uploaded by

    Ashwin Umesh
    The document defines power spectral density and correlation functions for signals. It shows that: 1) The power spectral density function Sf(ω) provides the relative power contribution of a signal f(t) at different frequencies, and its integral equals the total power. 2) The autocorrelation function Rf(τ) is the inverse Fourier transform of the power spectral density function Sf(ω). 3) Rf(τ) can be calculated as the limit of the average of the product of f(t) and its time-shifted version f(t+τ) as the time period approaches infinity.

    Copyright:

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    Download as PDF, TXT or read online from Scribd
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    of 2

    Power Spectral Density and Correlation

    In an analogy to the energy signals, let us dene a function that would give us some indication of the relative power contributions at various frequencies, as Sf (). This function has units of power per Hz and its integral yields the power in f (t) and is known as power spectral density function. Mathematically, 1 P = Sf ()d. (1) 2 Assume that we are given a signal f (t) and we truncate it over the interval (T /2, T /2). This truncated version is f (t)(t/T ). If f (t) is nite over the interval (T /2, T /2), then the truncated function f (t)(t/T ) has nite energy and its Fourier transform FT () is FT () = F{f (t)(t/T )}. Parsevals theorem of the truncated version is
    T /2 T /2

    (2)

    |f (t)|2 dt =

    1 2

    |FT ()|2 d.

    (3)

    Therefore, the average power P across a one-ohm resistor is given by P = lim 1 T T


    T /2 T /2

    |f (t)|2 dt = lim

    1 1 T T 2

    |FT ()|2 d.

    (4)

    Combining Equations (1) and (4), we get 1 2


    Sf ()d = lim

    1 1 T T 2

    |FT ()|2 d.

    (5)

    In addition if we insist that this relation should hold over each frequency increment, then Mf () = 1 2

    Sf (u)du = lim

    1 1 T T 2

    |FT (u)|2 du.

    (6)

    Mf () is known as the cumulative power spectrum. Now, interchange the order of the limiting operator and the integration (assuming it is valid)

    2Mf () =

    Sf (u)du =

    |FT (u)|2 du. T T lim

    (7)

    If Mf () is dierentiable, then 2 Under these conditions

    dMf () = Sf (). d |FT ()|2 T T

    (8)

    Sf () = lim

    (9)

    This derivation are adapted from F.G. Stremler, Introduction to Communication Systems, 2nd Ed., AddisonWesley, Massachusetts, 1982

    Taking the inverse Fourier transform of Equation (9) gives us F 1 {Sf ()} = 1 2 |FT ()|2 j e d. T T lim

    (10)

    Interchanging the order of operation yields F 1 {Sf ()} = lim = lim = lim 1 T 2T
    T /2 T /2 FT ()FT ()ej d T /2 T /2 T /2

    1 T 2T

    f (t)ejt dt f (t )
    T /2

    T /2 T /2

    f (t)ejt dt ej d ej(tt + ) d dt dt.

    (11)

    1 T T

    f (t)

    1 2

    The integration over in the above equation is equal to (t t + ), therefore F 1 {Sf ()} = lim 1 T T
    T /2 T /2 T /2 T /2

    f (t)

    T /2

    f (t )(t t + )dt dt
    T /2

    1 = lim T T

    (12)

    f (t)f (t + )dt

    The inverse Fourier transform of Sf () is called autocorrelation function of f (t) and is denoted by Rf ( ). To summarize 1 T /2 Rf ( ) = lim f (t)f (t + )dt (13) T T T /2 and Sf () = F{Rf ( )} If the signal is periodic with period T0 then, Rf ( ) = 1 T0 f (t)f (t + )dt
    T0

    (14)

    (15)

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