Power Spectra of Stationary Signals
Wojbor A. Woyczyński ()
Additional contact information
Wojbor A. Woyczyński: Case Western Reserve University, Department of Statistics and Center for Stochastic and Chaotic Processes in Sciences and Technology
Chapter Chapter 5 in A First Course in Statistics for Signal Analysis, 2011, pp 127-142 from Springer
Abstract:
Abstract The Fourier transform X(f) of the sample paths of a stationary, real-valued random signal X(t) does not exist in the usual sense and analysis of the spectral contents of such signals requires a different, more subtle approach which has to rely on the concept of the mean power of the random signal. Only then we can investigate how it is distributed over different frequencies. The question is, of course, of fundamental importance in practical applications, as real-life signal processing devices such as measuring instruments, amplifiers, antennas, etc. transmit different frequencieswith different attenuation.
Keywords: Power Spectrum; White Noise; Inverse Fourier Transform; Power Spectrum Density; Random Signal (search for similar items in EconPapers)
Date: 2011
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-8176-8101-2_5
Ordering information: This item can be ordered from
http://www.springer.com/9780817681012
DOI: 10.1007/978-0-8176-8101-2_5
Access Statistics for this chapter
More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().