What is the relation between the power spectral density and the autocorrelation function?
Power spectral density : It shows the strength of the variations (energy) as a function of frequenfrequency
autocorrelation function :it refers to a problem in data collected repeatedly over time
Relation between power spectral density and autocorrelation function:
Power spectrum density is generally Fourier transform of autocorrelation function of power signal.This property is helpful for calculating power of any power signal
Property :
P = Rff(0)
Where P = power of signal
Rff(0) = the value of autocorrelation of signal at t=0
# if Rff is real and even then its power spectral density is also real and even
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