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:(adsbygoogle = window.adsbygoogle || []).push({});

[itex]S_X(f)=F\{R_X(\tau)\}[/itex]

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?

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# Definition issue frequency domain - Random Signal Processing

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