FOURIER trasform of correlation coefficient

lucamirtanini · March 24, 2019, 07:08

I ve a new doubt about the definition of power spectral density.
Why in the definition the integral goes from - $\infty$ to $\infty$ ?
In other words, why he takes in account also the negative time differences $\tau$ ?

LuckyTran · March 24, 2019, 22:07

Autocorrelation is the same way, also negative inf in time to positive inf in time for a wide sense stationary process. For periodic signals (finite length signals) you can define the autocorrelation from t=0 to t=period but it's already implied that the periodic extension of the same signal is also stationary.

March 24, 2019, 22:07		#2
LuckyTran Senior Member Lucky Join Date: Apr 2011 Location: Orlando, FL USA Posts: 5,750 Rep Power: 66	Autocorrelation is the same way, also negative inf in time to positive inf in time for a wide sense stationary process. For periodic signals (finite length signals) you can define the autocorrelation from t=0 to t=period but it's already implied that the periodic extension of the same signal is also stationary. lucamirtanini likes this.

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