Power Spectral Density

The Fourier transform of the autocorrelation function $ r_x(l)$ is called the power spectral density (PSD), or power spectrum, and may be denoted

$\displaystyle S_x(\omega) \isdef \hbox{\sc DTFT}_\omega(r_x).
$

When the signal $ x$ is real, its PSD is real and even, like its autocorrelation function.


Next Section:
Sample Power Spectral Density
Previous Section:
Sample Autocorrelation