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
Assume you are working for an SME operating in the microelectronics sector. You are required to plan a new product development project. This is an internal project, so it does not

Define and explain Numerical aperture? Figure shown below shows an incident ray to the fibre, The light bends at two interfaces, one at the air- core interface and the


We have seen that a practical power source may be modelled by an ideal constant voltage source in series with a resistor - a Thevenin equivalent circuit Alternati


high resistivity materials

Q. The magnetization curve taken at 1000 r/min on a 200-V dc series motor has the following data: Field current, A: 5 10 15 20 25 30 Voltage, A: 80 160 202 222 236 244 Th

Explain the effect of a dielectric on the behaviour of a capacitor. If two parallel plates are separated by a distance 'd' (meters) in vacuum and are kept at a potential diffe

Question: (a) Explain the following metrics: (i) Throughput (ii) Latency (iii) IPC (b) Of the three factors in the equation (EXCPU = Number of instructions × CPI × cy

Q. The speed of an 8-bit A/D converter is limited by the counter, which has a maximum speed of 4 × 10 7 counts per second. Estimate the maximum number of A/D conversions per secon