Lecture Signals, systems & inference – Lecture 18: Power Spectral Density (PSD)
Lecture Signals, systems & inference – Lecture 18: Power Spectral Density (PSD)
The following will be discussed in this chapter: iid signal x[n], uniform in [-0.5,+0.5]; extracting the portion of x(t) in a specified frequency band; questions (warm-up for Quiz 2!); periodograms (e.g., a unit-intensity “white” process); periodogram averaging (illustrating the Einstein-Wiener-Khinchin theorem).