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Definition issue frequency domain - Random Signal Processing

  1. Apr 9, 2013 #1
    Hello i have a question about Random Signal Processing and the frequency domain. If i understand correctly one cannot use the Fourier transform to represent a stochastic process in the frequency domain. What is therefore used is the Power Spectral Density:


    Were [itex]F[/itex] denotes the fourier transform and [itex]R_X(\tau)[/itex] the auto correlation of the stochastic process [itex]X[/itex].

    Now in the text i read definitions like [itex]H(f)=\frac{Y(f)}{W(f)}[/itex] were [itex]W(f)[/itex] is the input stochastic process. And i'm confused, is [itex]W(f)[/itex] the same as [itex]S_W(f)[/itex] or are they different?
  2. jcsd
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