This video presents the formal definition of the power-spectral density
(PSD) of a wide-sense stationary (WSS) process, and its inverse
relationship, both through discrete-Time Fourier Transform (DTFT) pairs.
The video presents the key properties of the PSD, many of which are
related to properties of the Fourier transform, but also some key
conceptual properties such as positivity, total power, and being a real
function. Several examples worked examples for calculating PSDs are
presented, including a detailed analysis of dealing with autocorrelation
sequences (ACSs) that have a periodic component, as well as a
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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