- #1

- 38

- 0

[itex]\mathsf{E}\left[X(\omega)X^*(\omega')\right]=2\pi\delta(\omega-\omega')S_{XX}(\omega)[/itex]

it says that the expected value of the

*signal is proportional to the spectral density function (PSD) [itex]S_{XX}(\omega)[/itex] which is as usual defined as:*

__Fourier transformed__[itex]S_{XX}(\omega)=\int_{-\infty}^{\infty}r_{XX}(\tau)e^{-i\omega\tau}\,d\tau[/itex]

Any one knows where this comes from?

thanks.