Monday, November 19, 2007

Energy and Power Spectral Desity

Energy and/or power are the key property of one signal in DSP domain. The various transformations, like Fourier trans, DCT trans, wavelet trans, etc. are used to study the energy and/or power of the signal in essence.

* Energy signals
- Deterministic or random signals.
- Square integrable or square summable.
- The energy spectral density would be derived from its Fourier transformation.

* Power signals
- Deterministic or random signals.
- Not square integrable or square summable.
- The power spectral density would be the Fourier transformation of its autocorrelation function.

* Property for ESD and PSD
- Non negative
- The area under the energy spectral density curve is equal to the area under the square of the magnitude of the signal, no matter if the signal is continuous or discrete. The total power in a power spectral density being equal to the corresponding MEAN total signal power, which is the autocorrelation function at zero lag.

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