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.
 

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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