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help:power spectrum density

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malikanwer

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well i wanna know physical mean of power spectrum density(psd).why it is used in stochastic procesess if we have a pdf . n also what info it gives about the process.can some ne suggest a notes/pdf on it specifically
 

spectral density is defined as the square of the mag of the Fourier transform of a signal. power spectral density is just some constant times the spectral density.

well, as far as the physical meaning of power spectral density goes it just gives info about the magnitudeof the FT of a signal, in other words the envelope of its spectrum.
 

well its not so simple n easy what u have said is very simple things we can know by just seeing the formula.
 

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