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fourier transform of auto correlation function is PSD

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iVenky

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Actually I forgot the proof for that above statement which is -" The PSD of something is nothing but the fourier transform of the auto correlation of the function". What is the reason behind this?


Thanks in advance.:p
 

You can find the answer from Modern Digital and analogue communication system - Third edition By B.P.Lathi
I can explain it here but better you see the attachments.
Hope it will help you,



for Energy Signal ESD is the fourier Transform of Auto Correlation Fun.
& For Power Signals PSD is the Fourier Transform of Auto Correlation Fun.
 

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