Time–frequency analysis: Difference between revisions

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* Power spectral density (PSD) <math>S_x(t,f)</math>
<math>S_x(t,f) = \int_{-\infty}^{\infty} R_x(t,\tau)e^{-j2\pi f\tau}d\tau</math>
* Relation between the [[Wigner distribution function|WDF (Wigner Distribution Function)]] and the random processPSD
<math>E[W_x(t,f)] = \int_{-\infty}^{\infty} E[x(t+\tau/2)x^*(t-\tau/2)]\cdot e^{-j2\pi f\tau}\cdot d\tau</math>
<math>= \int_{-\infty}^{\infty} R_x(t,\tau)\cdot e^{-j2\pi f\tau}\cdot d\tau</math><math>= S_x(t,f)</math>