Ranclom PoceS- Spectnad

Spet
Chanacienistics nho

Dens ity and Hs

hayenlu
pectnal pmopenties ofa deBenmnistiC Sianal ) ane
spe
tnansfun mX(u) gven 6
he

t h e F yaien
X (t) d
is also Xouh
as sPerHnum of (t).

Jwt
X(w) e dw
(2)
to a ondom pnses, e

in atenpBing to appy E¢(0)

inmediatly eNonten poablens
X{w) may nit ems
pnobleM is 4he fact thak
The painc ipal we tene
Funtuns of the noess Thus,
on mas of the sample of a nardom pno eesS
a syectnad
cescnuptlon beraue
COnclude th»t is not Feasdle
desBy spertnum
a voltoge
ukihzing ot eMSt.
specthum moy ane Msdcngl
Such a
tqansfons
amjse iF Lapla/e
Othen pngbems to the
oun af tenfun
tunn
f we
AS a
othenhond, pnicess
On the in a
nondem

the powen thef

}i0n Of it neWt
aeip volFage,
insteaol o spectnum
FnequOn(y
tpeof
,

wtn
of hs
praeg
odoes exist
Randum

Funttlon
df {he
Such a Sprinum
powen
densi y
Scalled
as
 Spectum
hebwen density
nandom p0DC©S
Let x(t be a
Tt<TT

Xt) = Ct)
elseuhent
we pneSuMe thaf
fnite,
as T
Is
oW So long will satisfy
vaiatrun
has bonded
AT )
h04t <w
tnonsFom X 1S
The Founior
(t)E
XW) ,) d
T

contalned m CE) m the intonval (T, TLs

The ehengY

its
is
ehengy
Founien tnonsfopble,
Since n t )
be nclatd to Xy{®) y Panseal's theoneM

ECT)Rdt ylw)]*dud

n Kt) oven the menval

PT)
awenage powel
The
TT) s
xudw
PET) tt)dt 27
 hc point, C tbeive. thod lxJu)|?
ths

rnum be cause
sity pectnu
T pen
pawen no sults Ahnou
HouWCen, it doS hat the funct on hat
hegnat
idn

seek, fof
two ne ag ons
powen in an entine
) 1t d oes not ncpneset
Sample funckiun
1s *n dnly the powel ih once sample fnrtun
the paDCSS
I does nut nepnesent
prores
densrty fon the nardlon
Spectnal
Hene, the pouwen kmut 7>bo ard tok1rg
by tk setting
ton be dbta hed
value of Fq (1
ox enpected
2T
L
T
xx n a nadom
the avenage pouCN
oicaBes of ts
This uation avenage
obtangd by tak1n*
ean be
PCo CesSXE)
Second mOmert

x 7
w h d e - s c r n s c
tat toy,
sHafiomay

least
af
thaf i Hence Pxx
Fun aa pnoress,
pnoe cunStart
is a
ELxa=
x?
spectlua

dehsity
We t H H p O u E N _
 tnequency
domalh integnd (on.
S obtained by a
Pxy fog tho
powen
density speIt u
the
I we defne
andoL
m pn0ess
i, EIKA)|7

2T
poreS
narphoM
powen
of the
eawenage

Px )dw

Pacble nepnesentecl as
pnocess s
IF the nancloy
xltJ= A,coswot te)
1
neal Constavns and
hene A, Orc wh ane
dstnubudted
6n the mtIval
uynd VOiahle wn Fonply
avenoge pw
( 7hen, Find ot the

GivEn te)
xt) = A roswat

cus otte)
ET A+A
2
C o s wt +
2e) de
AtA

(osh ut+20) de
 han

t2) da
os t

os ub t). cesae) Sn2wt) 5siM ®)e

usóstin - Sinlt) Ftune)

2

0t Sin 2
-Sirut)
Sinut-
2
-)
Ih eq"li)
t
Hng
A-A
Sin6ust).
[ xH)
A E[x#]}
7 ET dt

LIm