Hi I am plotting the PSD using Wiener-Khintchin theorem (1). I recall from my signal processing course the the fourier transform is periodic with peroiod of 2 pi. Should the PSD be periodic since the wiener-khintchin theroem is essentialy a fourier transform? What should the perido be in general? PSD(f)=4*Integral[cos(2*pi*f*t)*Autocorrelation from -inf, +inf] (1) thanks!!

# Basic Question about the PSD

Started by ●February 21, 2006

Reply by ●February 21, 20062006-02-21

lebann wrote:> Hi > > I am plotting the PSD using Wiener-Khintchin theorem (1). I recall from > my signal processing course the the fourier transform is periodic with > peroiod of 2 pi. Should the PSD be periodic since the wiener-khintchin > theroem is essentialy a fourier transform? What should the perido be in > general?> > PSD(f)=4*Integral[cos(2*pi*f*t)*Autocorrelation from -inf, +inf] (1)wrt to f The PSD isn't in general periodic. The Fourier Transform is not in general periodic. The Fourier transform of uniform sampled discrete time wave forms is periodic.> > thanks!!

Reply by ●February 26, 20062006-02-26

>The PSD isn't in general periodic. The Fourier Transform is not in >general periodic. > >The Fourier transform of uniform sampled discrete time wave forms is >periodic.What do you mean by "uniform sampled dscrete time wave"? I am samplying a stochastic electric current every dt seconds...does that constitute what u call a "uniform sampled time wave"? thanks