The Power Spectral Density

Representation of wide sense stationary random processes in the frequency domain - the power spectral density or power spectrum is the DTFT of the autocorrelation sequence for a random process and describes the contribution of each frequency to the overall variance of the process.

[abdulhaquemohammed]

beautifully explained Prof.Van Veen....you along with Dr. Simon Haykin have been my favorite authors since my undergrad....now I'm doing PhD in EE...all your lectures on youtube are really very useful for students....I am thankful to you for your time and efforts in making these videos.

[BoZhaoengineering]

This is cool! When you represent a function / signal with spectrum, these concepts are in handy case to do.

[LimePenguin]

amazing series of lectures, thank you.

[marcusrosales]

3:57 is wrong actually. Due to Matlab's choice of indexing matrices starting at 1the FT is on an interval [0, 2pi]. This interval needs to be the same length as the latter one; hence, we can tell it's wrong right away.

[logoscafe]

Enjoyed this video and explanation...a bit hard to follow the convolution at first but, perhaps those below are a bit shaky on their fundamentals.

[LucaSubitoni]

At minute 8:00 how can I obtain the pink formula from the above expression?

[SunSon]

there is a most basic question. Why psd is defined as auto correlation first then ft ?

[firdovsihasanzada]

r(k) is correlation? it is covariance at the university

[famousmagicintheclassmoham]

sir iam student from a collage affiliated to jntuk in my previos paper question it is given to derive power density spectrum how to derive it

[deepakkapse]

I have a question: What is the significance of Power Spectral Density?? For any Noise measurements why a curve with just Voltage on y-axis and Frequency on x-axis is not enough??

[messergatti]

It will be better to Show your examples by using MATLAB directly. So, we'll be able to see also in MATLAB domain..

[viratcheruku]

you have swapped the notation for auto-correlation and auto-covariance. It's

[Glenn]

I use Graemmaerley to rite thiss and I so know feel so mouch beter abote how I now do rite thengs like befor i was nut so gud

[ilirlamda]

Tell you what, when you stop reading and start explaining maybe your videos will get more views. Nice try though.

[awesomo-jrdg]

Let's make a fairly simple topic confusing by using discrete sums and interchanging f and w constantly. yay! And seriously, using discrete convolution is a nightmare, no just no