Power Spectral Density | MATLAB Tutorial
The Fourier transform of the auto-correlation sequence of any random process gives power spectral density or power spectrum of that signal. The power spectral density is denoted as Pxx(f). Therefore, estimation the power spectral density is equivalent to estimating the auto-correlation. For an ergodic random process if x(n) is known for all n, then estimating power spectral density is straightforward. However, there are two primary limitations making spectral estimation an extremely challenging problem.
Use of DFT/FFT in Power Spectral Density Estimation.
The computation of energy density spectrum and power density spectrum can be efficiently performed by using the techniques of DFT computation via FFT.
Example:
Compute the power spectral density of the signal,
x(n)= {1,1,1,1,0,0,0,0}. Also, sketch spectrum for various lengths of FFT.
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