Power Spectral Density

The function which describes how the power of a signal got distributed at various frequencies, in the frequency domain is called as Power Spectral Density PSDPSD.

PSD is the Fourier Transform of Auto-Correlation SimilaritybetweenobservationsSimilaritybetweenobservations. It is in the form of a rectangular pulse.

PSD Derivation

According to the Einstein-Wiener-Khintchine theorem, if the auto correlation function or power spectral density of a random process is known, the other can be found exactly.