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Power Spectra of Stationary Signals

In: A First Course in Statistics for Signal Analysis

Author

Listed:
  • Wojbor A. Woyczyński

    (Case Western Reserve University, Department of Statistics and Center for Stochastic and Chaotic Processes in Sciences and Technology)

Abstract

The Fourier transform X(f) of the sample paths of a stationary, real-valued random signal X(t) does not exist in the usual sense and analysis of the spectral contents of such signals requires a different, more subtle approach which has to rely on the concept of the mean power of the random signal. Only then we can investigate how it is distributed over different frequencies. The question is, of course, of fundamental importance in practical applications, as real-life signal processing devices such as measuring instruments, amplifiers, antennas, etc. transmit different frequencieswith different attenuation.

Suggested Citation

  • Wojbor A. Woyczyński, 2011. "Power Spectra of Stationary Signals," Springer Books, in: A First Course in Statistics for Signal Analysis, chapter 0, pages 127-142, Springer.
    • Handle: RePEc:spr:sprchp:978-0-8176-8101-2_5
    DOI: 10.1007/978-0-8176-8101-2_5
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