Fourier coefficients relation to Power Spectral Density

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SUMMARY

The discussion centers on the relationship between Fourier coefficients and Power Spectral Density (PSD), emphasizing the application of Parseval's Theorem. Wolfram's explanation highlights how Parseval's Theorem utilizes a trigonometric identity to simplify the understanding of energy distribution in signals. This theorem is crucial for analyzing the energy of signals in the frequency domain, directly linking Fourier coefficients to their corresponding PSD. The insights provided are essential for anyone working with signal processing or spectral analysis.

PREREQUISITES
  • Fourier Transform fundamentals
  • Understanding of Power Spectral Density (PSD)
  • Trigonometric identities in signal processing
  • Parseval's Theorem application
NEXT STEPS
  • Study the derivation of Parseval's Theorem in detail
  • Explore the implications of Fourier coefficients in signal energy analysis
  • Learn about different methods for calculating Power Spectral Density
  • Investigate applications of Fourier analysis in real-world signal processing
USEFUL FOR

Signal processing engineers, data analysts, and researchers focusing on frequency analysis and energy distribution in signals will benefit from this discussion.

Skaiserollz89
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TL;DR
Help deriving a result found in "Numerical Simulation of Optical Wave Propagation" by Jason Schmidt. I'm trying to work out by hand an equation stating that the ensemble average of the squared fourier coefficients of a 2D phase function equals the Power Spectral Density( Phi(fx,fy) multiplied by 1/A, where A is the domain area ( either delta_fx*delta_fy in frequency space, or 1/(L_x*L_y) in real space). I am having trouble seeing how to get this result. Please assist in the derivation.
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