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Confused about autocorrelation and PSD

  1. Apr 18, 2012 #1
    I am confused a bit :confused:. I read in a paper that the following property holds, but can't find where it comes from.


    it says that the expected value of the Fourier transformed signal is proportional to the spectral density function (PSD) [itex]S_{XX}(\omega)[/itex] which is as usual defined as:


    Any one knows where this comes from?

  2. jcsd
  3. Apr 18, 2012 #2

    Andy Resnick

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