Power spectral density, Electrical Engineering

Power Spectral Density:

  • To introduce the Power Spectral Density (PSD) of a random signal.
  • To study classical methods for PSD estimation.
  • To investigate model-based methods for PSD estimation.

Exercises:

The Power Spectral Density (PSD) of an ergodic (i.e. time average statistics are identical to ensemble average statistics), discrete, random signal is the Fourier transform of its autocorrelation function, as given by

1233_Power Spectral Density.png

where xx( ) is the autocorrelation function for the discrete random signal x and is normalised frequency. This is also known as the Wiener-Khintchine theorem. To calculate this expression exactly requires knowledge of all the autocorrelation function values for the discrete random signal x. Given only a ?nite length data record, as in many practical problems such as speech and array processing, namely [ ] =0 1 -1 it is only possible to estimate this quantity.

One method to estimate the PSD is based on the Fast Fourier Transform (FFT). This method is called the periodogram, as defined by

818_Power Spectral Density1.png

Notice that the PSD is being estimated at N discrete-frequencies, which in terms of normalised frequencies corresponds to =0 1 ( -1) . The sampling interval T is implicity assumed, for convenience, to be unity.

Posted Date: 2/27/2013 5:55:42 AM | Location : United States







Related Discussions:- Power spectral density, Assignment Help, Ask Question on Power spectral density, Get Answer, Expert's Help, Power spectral density Discussions

Write discussion on Power spectral density
Your posts are moderated
Related Questions
What is the difference between the unit step function u(n+4) and the time-scaled function u(2n+8)

Q. Due to what special property does an emitter amplifier work as a buffer amplifier?  The circuit design of the emitter follower is such that it has a high input impedance and

Synchronization:  Whatever type of weep is used, it must be synchronized with the signal being measured. Synchronization has to be done to obtain a stationary pattern. This requir

Gold and silver are (A) Dielectric materials (B) Low resistivity conducting materials. (C) Magnetic materials. (D) Insulating materials. Ans: Gold and si

Off line UPS System Again the two  switches  are used in this  type of ups  as online  ups. The difference  is that  here  the main  static  switch  remains normally  ON and UP

Explain the Synchronous Up-Down Counters? The circuit of a 3-bit synchronous up-down counter and a table of its sequence are shown below.  Alike to an asynchronous up-down count

What is the purpose of carry (c) flag and zero (z) flag? Carry flag conatins the carry after addition or borrow after subtraction. This carry flag also shows error conditions,

Q. Describe about Boltzmann constant? The constant η in Figure (b) stands for the noise power spectral density, expressed in terms of power per unit frequency (W/Hz). Statistic

RAR  Rotate Accumulator Right Through Carry Instruction This instruction rotates the contents  of the  accumulator  towards right by  one bit. The D 7   bit moves to D 6 posi

Use PSpice to solve for the amplitude and phase of the current and the voltage across the inductor in the circuit shown in Figure(a).