Power Spectral Density: A brief tutorial

Power spectral density is an important parameter used in signal processing. When a signal is deterministic a number of well known tools such as the Fourier transform can be used easily to look at frequency domain behavior etc. However, if the signal is random how does one go about analyzing it? One of the tools used to analyze random signals is the power spectral density. This quantity does not lend itself to immediately intuitive understanding, and in spite of a significant number of papers written on it, its actual essence can be missed. A new tutorial has been released by Signal Processing Group Inc., whose intent is to try and explain in a more heuristic sense what the PSD, as well as some related terms is. This paper may be accessed from the SPG website under free items for interested readers..

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