Signal Processing Stack Exchange
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Questions tagged [power-spectral-density]

The Power Spectral Density (PSD) is the distribution of signal power over frequencies.

It is often estimated by sampling a signal for a finite amount of time, taking the Discrete Fourier Transform (DFT) of the resulting sample vector, and considering the magnitude square of the resulting DFT bins.

Notice that this is, for a random signal, a property of the stochastic process underneath. See: Wiener-Chintschin theorem.

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What is cross-spectral density- CSD?

I asked a question earlier but I didn't get any answer for it. So now I am simplifying it: what are Cross-Spectral Density (CSD) and Power-Spectral Sensity (PSD)? What is their application? How can I get them in…
SAH
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PSD (Power spectral density) explanation

I'm trying to understand how the PSD is calculated. I've looked in a few of my Communication Engineering textbooks but to no avail. I've also looked online. Wikipedia seems to have the best explanation; however, I get lost at the part where they…
user968243
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Difference between power spectral density, spectral power and power ratios

What 'exactly' is power spectral density for discrete signal? I was always under the assumption that taking the Fourier transform of the signal, and then the ratio of desired frequency range magnitude over the entire frequency range gives the power…
anasimtiaz
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Power spectral density vs Energy spectral density

I read the following on Wikipedia: Power spectral density: The above definition of energy spectral density is most suitable for transients, i.e., pulse-like signals, for which the Fourier transforms of the signals exist. For continued signals…
Amelio Vazquez-Reina
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Spectral Entropy Calculation in MATLAB

How do I calculate the Spectral Entropy of a signal in MATLAB ? I know the basic steps but it would be nice if someone can help, Calculate the power spectrum of the signal using FFT command in MATLAB. Calculate the Power Spectral Density using the…
RRelan
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Cross Power Spectrum

Is it necessary that cross power spectrum (CPSD) should always be between power spectrum (PSD) of individual signals, irrespective of the method we compute it? The images are shown below.
Akanksha
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What happens to the 0 and Nyquist frequency when using Welch's method?

Welch's method is a way to get better power spectral density (PSD) estimations than simple, naive periodograms. It has two main components: Cutting the input into many segments and average their individual PSD to reduce variance. Windowing each…
dedebenui
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What is the relationship between the PSD of a continuous signal and the PSD of its periodically sampled one?

In Oppenheim's "discrete time signal processing", it says, How is the equation (10.65) derived? PS: you may try to derive it with Fourier transform of the original and the sampled signals. But i think it is not appropriate. Because when you are…
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Power Spectral Density and Energy Spectral Density are both Fourier transform of autocorrelation?

I've been looking into both of these quantities and feel like I have a good understanding intuitively of what they each represent but according to Wikipedia both the PSD and the ESD can be computed as the Fourier Transform of the Autocorrelation…
RickarySanchez
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Can I simplify $x=\frac{\ln(|\mathcal F((\mathcal F^{-1}(\sqrt{(f^{-5/3})}))^{2})|)}{\ln(f)}$

Given a variable in time $u_{k}$, and an other variable f which represents the frequencies in a range [a,b]: $$|\mathcal F \left \lbrace u_{k}\right \rbrace |^{2}=f^{-5/3}\tag{1}$$ where $\mathcal F$ stands for fast Fourier transform. Now, I want to…
anon
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limit of the integral in the anti-transform

if I have an autocorrelation on a limited domain r($\tau$)=$\lim_{T \to \infty}\frac{1}{T} \int_{0}^{T} u(t)u(t+\tau)dt$ The power spectral density, obviously will have an infinitive domain: S(f)=$\frac{1}{2\pi} \int_{-\infty}^{\infty} exp(-i\tau…
Luca Mirtanini
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Power Spectral Density vs Energy Spectral Density for Discrete Signal

I'm sure this is a silly question but reading a bit about the PSD vs ESD for continuous signals, I'm a bit confused how that applies to discrete signals. Usually people seem to be using the PSD when analysing real world signals, why not the ESD, I…
meow
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Power spectral density: Why are these two methods equal?

The power spectral density can be calculated in two ways: by doing the Fourier_transform of the autocorrelation by doing (abs(X(f)).^2 where X(f)=fft(x(t)) Can you explain me passage by passage why these are equal? I'll try to explain better my…
Luca Mirtanini
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Physical significance of Power spectral density of sum of correlated random processes

For two processes $X(t)$ and $Y(t)$, PSD of $Z(t) = X(t) + Y(t)$ is $S_Z(\omega) =S_x(\omega)+ S_Y(\omega) + S_{XY}(\omega)+S_{YX}(\omega) $. If $X(t)$ and $Y(t)$ are orthogonal, PSD of the sum process is sum of the PSDs of individual processes.…
Ehsa
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Only random signal has PSD?

I heard from someone online who said: "Only random signal has PSD, determinate signal does not have. For example, period signal does not have PSD." I am very astonishing about this statement, but it seems he is quite sure about his idea. In my…
Kattern
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