Power Density Spectrum
Power Density Spectrum :
Sometimes called power spectrum: A measure of the contribution to the total variance from a given frequency band in the generalized Fourier representation of a random function. If f(t) is random function, the total energy j f2dt is infinite, so the Fourier integral representation is inadequate. If a transform is defined over a finite interval Fn» = -Lfr f(t)e-™dt under suitably restrictive conditions the power density spectrum may be defined as: Urn %;\Ft{(0)\2. The theorem, proved by N. Wiener, establishing the analogy between the analysis of random functions and ordinary Fourier analysis, is that the power density spectrum is the Fourier transform of the autocorrelation functions, which is defined for random functions as: £/(')/(' + *)<*'. See power spectrum. N.B. Refer to source to verify equation(s)
