What is the difference in the physical interpretation of FFT and PSD?

[lordsathish]

Hi... I know that Power spectral density in square of the amplitude of all
frequency content in the signal. What is the difference in the physical interpretation of FFT and PSD... FFT meaning the frequency spectrum...

 

[zorro]

psd fft

Forier Transform (FT) carries both amplitude and phase information, and you can reconstruct entirely a signal from its FT.

PSD of a signal says about how the power (or energy) is distributed in frequency. You can not reconstruct a signal from it, because it does not have phase information.

PSD of a stochastic process (SP) is a characteristic of the ensemble of its realizations. Is can say, for example, what can you expect about the output power or distortion when you apply the signal (seen as a realization of the SP) to a filter.

Regards

Z