Spectral Density

Spectral Density

In statistical signal processing, statistics, and physics, the spectrum of a time-series or signal is a positive real function of a frequency variable associated with a stationary stochastic process, or a deterministic function of time, which has dimensions of power per hertz (Hz), or energy per hertz. Intuitively, the spectrum decomposes the content of a stochastic process into different frequencies present in that process, and helps identify periodicities. More specific terms which are used are the power spectrum, spectral density, power spectral density, or energy spectral density.

Read more about Spectral DensityExplanation, Preliminary Conventions On Notations For Time Series, Motivating Example, Estimation, Properties, Related Concepts

Other articles related to "spectral density, spectral":

Spectral Density - Applications - Coherence
... See Coherence (signal processing) for use of the cross-spectral density. ...
White Noise - Random Signal Transformations - Whitening A Continuous-time Random Signal
... with the same mean, covariance function, and power spectral density as above ... We factor the power spectral density as described above ... process with zero mean and constant, unit power spectral density Note that this power spectral density corresponds to a delta function for the covariance function of ...
Green's Function (many-body Theory) - Spatially Uniform Case - Spectral Representation
... The propagators in real and imaginary time can both be related to the spectral density (or spectral weight), given by where refers to a (many-body) eigenstate of the grand-canonical Hamiltonian ... The spectral density can be found very straightforwardly from, using the Sokhatsky–Weierstrass theorem where denotes the Cauchy principal part ... The spectral density obeys a sum rule which gives as ...
Frequency Domain - Magnitude and Phase
... to generate a frequency spectrum or spectral density ... The power spectral density is a frequency-domain description that can be applied to a large class of signals that are neither periodic nor square-integrable to have a power ...
Spectral Density Estimation
... In statistical signal processing, the goal of spectral density estimation is to estimate the spectral density (also known as the power spectrum) of a random signal from a sequence ... Intuitively speaking, the spectral density characterizes the frequency content of the signal ... The purpose of estimating the spectral density is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to these periodicities ...

Famous quotes containing the word spectral:

    How does one kill fear, I wonder? How do you shoot a spectre through the heart, slash off its spectral head, take it by its spectral throat?
    Joseph Conrad (1857–1924)