Derivation of Power Spectral Density (PSD)

Consider a continuous time power signal [Tex]y(t)[/Tex] which is defined as follows. Here, [Tex]x(t)[/Tex] is a power signal that is defined up to infinity.

[Tex]\therefore y(t) = x(t), \ |t| < |\frac{\tau}{2}| [/Tex]

[Tex]\therefore y(t) = 0, \ elsewhere[/Tex]

As the signal is defined for a finite duration so, the energy of the signal could be defined as follows:

[Tex]\therefore E = \int_{-\infty}^{\infty} |y(t)|^2 dt[/Tex]

Now, defining the energy expression in Fourier Domain.

[Tex]\therefore E = \frac{1}{2\pi} \int_{-\infty}^{\infty} |Y(\omega)|^2 d\omega[/Tex]

As the signal [Tex]y(t) [/Tex]is defined for a range of [Tex]-\frac{\tau}{2}[/Tex] to [Tex]\frac{\tau}{2}[/Tex] So,

[Tex]\therefore \int_{-\infty}^{\infty} |y(t)|^2 dt = \int_{-\frac{\tau}{2}}^{\frac{\tau}{2}} |x(t)|^2 dt[/Tex]

Now, defining its equivalent Fourier domain representation.

[Tex]\therefore \int_{-\frac{\tau}{2}}^{\frac{\tau}{2}} |x(t)|^2 dt = \frac{1}{2\pi} \int_{-\infty}^{\infty} |Y(\omega)|^2 d\omega[/Tex]

As, Total Power [Tex](P_t)[/Tex] is defined as the total energy transferred per unit time interval [Tex](\tau)[/Tex]. Mathematically, it is defined as follows:

[Tex]\therefore P_t = \frac {E}{\tau}[/Tex]

[Tex]\therefore P_t = \frac{1}{2\pi} \int_{-\infty}^{\infty} \frac{|Y(\omega)|^2}{\tau} d\omega[/Tex]

Now, when [Tex]\tau \rightarrow \infty[/Tex] then the Total Power [Tex](P_t)[/Tex] is termed as Average Power [Tex](P_{avg})[/Tex] which is defined with the following expression:

[Tex]\therefore P_{avg} = \frac{1}{2\pi} \int_{-\infty}^{\infty} lim_{\tau \to \infty} \frac{|Y(\omega)|^2}{\tau} d\omega[/Tex]

when [Tex]\tau \to \infty[/Tex] then the expression [Tex](\frac{|Y(\omega)|}{\tau} )[/Tex] tends to a finite value. Considering that finite term to be [Tex]S(\omega)[/Tex]

[Tex]\therefore S(\omega) = lim_{\tau \to \infty} \frac{|Y(\omega)|}{\tau}[/Tex]

Hence, the expression defined above is termed as Power Spectral Density (PSD) of the continuous time signal [Tex]y(t)[/Tex]. Also, defining in terms of [Tex]X(\omega)[/Tex]

[Tex]\therefore S(\omega) = lim_{\tau \to \infty} \frac{|X(\omega)|}{\tau}[/Tex]

So, the Average Power [Tex](P_{avg})[/Tex] of the generalized continuous time signal [Tex]x(t)[/Tex] in terms of Power Spectral Density [Tex](S(\omega))[/Tex] is expressed as follows

[Tex]\therefore P_{avg} = \frac{1}{2\pi}\int_{-\infty}^{\infty} S_x(\omega) d\omega = \int_{-\infty}^{\infty} S_x(f) df[/Tex]

Power Spectral Density

In terms of electronics, Power is defined as the total amount of energy that is getting transferred or converted per unit measurement of time, or in general terms Power is defined as the strength or the intensity level of the signal. Power is generally measured in watts (W).

In this article, we will be going through Power Spectral Density, First we will start our Article with the Definition of Power Spectral Density with an Example, Then we will go through its derivation Properties and Characteristics, At last, we will conclude our Article with Solved Examples, Applications, and Some FAQs.

Table of Content

  • Definition
  • Derivation
  • Characteristics
  • Properties
  • Solved Problems
  • Applications


Similar Reads

What is Power Spectral Density (PSD)?

Power Spectral Density also known as PSD is a fundamental concept used in signal processing to measure how the average power or the strength of the signal is distributed across different frequency components. The Average Power referred to here is known as the mean amount of the energy transferred or distributed throughout a given time range....

Derivation of Power Spectral Density (PSD)

Consider a continuous time power signal [Tex]y(t)[/Tex] which is defined as follows. Here, [Tex]x(t)[/Tex] is a power signal that is defined up to infinity....

Characteristics of Power Spectral Density (PSD)

It describes the power distribution or the strength of the signal over a range of frequencies.The shape of the plot gives an important characteristics like narrower peak describes that most of the power of the signal is concentrated at this particular frequency whereas broader peak describes that most of the power of the signal is distributed over a wide range of frequencies.The peak value in the plot represents the frequencies having higher or greater power level.It also helps in determining the bandwidth of the signal which refers to the range of the frequencies over which the energy is distributed. The plot having wider bandwidth denotes that the signal energy is distributed over wide range of frequencies....

Properties of Power Spectral Density (PSD)

Properties of Power Spectral Density given below :...

Solved Problems

Consider a signal [Tex]x(t)[/Tex] whose power spectral density can be given as [Tex]S_x(f) = \frac{1}{4\pi} e^{-2\pi |f|}[/Tex]. Then (a) Find the Autocorrelation function [Tex]R_x(\tau)[/Tex] of signal [Tex]x(t)[/Tex]. (b) Determine the total power of the signal [Tex]x(t)[/Tex]....

Applications of Power Spectral Density

Signal Processing: PSD concept is used to extract relevant information from the signals for pattern recognition and various machine learning techniques. PSD is also used in the field of telecommunication for signal classification. it is also used for noise analysis as well from the PSD distribution.Communications: In the field of communication PSD is used for optimizing spectral efficiency and it also helps to characterize frequency selective fading of communication channels.Audio Processing: It is used for noise reduction and for equalizing in the field of audio processing.Biomedical Signal Processing: PSD analysis of the Electroencephalography (EEG) helps one to study about the brain activity and PSD can also be used for measuring heart rate variability. Environmental Monitoring: PSD analysis of environmental sounds could help one understand about different wildlife habitats and for identifying different species....

Conclusion

In short, Power Spectral Density is a distribution which tells about the average power distribution over a range of frequency components. Due to its importance it has lots of application in various fields such as signal processing, communications, audio processing, biomedical signal processing and many such related fields. A popular property of PSD also stated as Wiener Khinchin Theorem states that autocorrelation and PSD distribution of a signal are Fourier Transform pairs of each other....

FAQs on Power Spectral Density

What are the limitations or assumptions of Power Spectral Density?...

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