Random Variable, Probability, Machine Learning, Signal Processing, Stochastic Process.
function of time lag only. Power Spectral Density (PSD) PSD is defined as the Fourier transform of the autocorrelation of the WSS process. It is denoted by the symbol S. Properties of PSD of the WSS Process 1- It is a real-valued function if X(t) is a real-valued random process. 2- It is an even