The power spectral density characterizes a stationary process in the frequency domain. In this lesson you will learn the definition and properties of the power spectral density and the relationship between the power spectral density and the covariance sequence for a random process. You will also learn how a linear time-invariant system modifies the power spectral density. Frequency domain characterization is just as insightful and useful for random processes as it is for deterministic signals. This understanding you will gain in this lesson is a powerful tool for signal processing of random signals.
- Random Processes and Stationarity
- The Four Fourier Representations
- Frequency Response Descriptions for LTI Systems