would you be able to explain the way the power spectral density is calculated for a random process? Usually we deal with a finite, discrete, time realization of the process...
Different realizations would have different FT, amplitude and phase, ie. different power spectra.
IS the power spectrum of the process the average of the power spectra of the single finite realizations?
How come we cannot define a phase spectrum for a stationary random process?
Hello Dr. Patwari,
would you be able to explain the way the power spectral density is calculated for a random process? Usually we deal with a finite, discrete, time realization of the process...
Different realizations would have different FT, amplitude and phase, ie. different power spectra.
IS the power spectrum of the process the average of the power spectra of the single finite realizations?
How come we cannot define a phase spectrum for a stationary random process?
TheAntennaboy 2 years ago
No, I don't discuss power spectral density in this video. Perhaps next year I will have more complete video lectures for random processes.
npatwari 2 years ago