Where does PSD = F( R) formula come from?

[azaz104]

can anyone tell me where did the formula that states :

the poewr spectral density = the fourier transform of the autocorrelation

and if there is a paper or tutorial about it's origin

 

[buenos]

PSD = F( R)

look in university base study books! we studied these things in the telecommunications subject, in the 3th year.

 

[azaz104]

Re: PSD = F( R)

i know these books, but i mean rigorous mathematical and physical proof

 

[purnapragna]

Re: PSD = F( R)

hi,

i think the book "Modern Analog and Digitla Commn systems" by B.P.Lathi has a beautiful description of the relation betweeen ACF and PSD. I have seen its soln manual but i dont know whether the text book is available or not. Just have a check.

thanx

purna

 

[pixel]

Re: PSD = F( R)

Search google for Wiener-Khinchin theorem.

 

[zox11]

Re: PSD = F( R)

Look at these two links
**broken link removed**
**broken link removed**

 

[azaz104]

Re: PSD = F( R)

actually twp days ago i received a book on spectral density by stoica, and it explains all these things, i'll upload the next week.