Timeline for Is power spectrum a sufficient condition for determining autocorrelation function via Wiener–Khinchin theorem?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Aug 10 at 2:06 | comment | added | hyportnex | The magnitude square removes the phase information from the spectrum; any sensible definition of a power spectrum estimate should remove phase because power of a sinusoid is phase independent. | |
| Aug 10 at 1:52 | comment | added | MohitKumar Singh | Ok. With the new definition you provided, could you understand the question? | |
| Aug 7 at 12:44 | comment | added | hyportnex | Your question is unclear; please, define what you mean by $g(\tau)$. That the autocorrelation $g(\tau)$ is the Fourier transform of the spectrum $G(\omega)$ is just a definition, the interesting part is that if $X(t)$ is the stochastic process and $g_X(\tau)=\mathbf E[X(t)X(t+\tau)]$ then $G_X(\omega)=\lim_{A\to\infty}\frac{1}{2A}\mathbf E[|\int_{-A}^A dt X(t)e^{-j\omega t}|^2]$, which actually explains the meaning of the definition. | |
| Aug 7 at 10:12 | answer | added | Noct | timeline score: 0 | |
| S Aug 7 at 6:42 | review | First questions | |||
| Aug 7 at 7:23 | |||||
| S Aug 7 at 6:42 | history | asked | MohitKumar Singh | CC BY-SA 4.0 |