Forums

Basic Question about the PSD

Started by lebann February 21, 2006
Hi

I am plotting the PSD using Wiener-Khintchin theorem (1).  I recall from
my signal processing course the the fourier transform is periodic with
peroiod of 2 pi. Should the PSD be periodic since the wiener-khintchin
theroem is essentialy a fourier transform?  What should the perido be in
general?

PSD(f)=4*Integral[cos(2*pi*f*t)*Autocorrelation from -inf, +inf]    (1)

thanks!!
lebann wrote:
> Hi > > I am plotting the PSD using Wiener-Khintchin theorem (1). I recall from > my signal processing course the the fourier transform is periodic with > peroiod of 2 pi. Should the PSD be periodic since the wiener-khintchin > theroem is essentialy a fourier transform? What should the perido be in > general?
> > PSD(f)=4*Integral[cos(2*pi*f*t)*Autocorrelation from -inf, +inf] (1)
wrt to f The PSD isn't in general periodic. The Fourier Transform is not in general periodic. The Fourier transform of uniform sampled discrete time wave forms is periodic.
> > thanks!!
>The PSD isn't in general periodic. The Fourier Transform is not in >general periodic. > >The Fourier transform of uniform sampled discrete time wave forms is >periodic.
What do you mean by "uniform sampled dscrete time wave"? I am samplying a stochastic electric current every dt seconds...does that constitute what u call a "uniform sampled time wave"? thanks