matlab - Understand and implement power spectral density -


i have problems when comes understand power spectral density (especially difference between discrete , continuous). "beginner" question hope has time clarify me since literature gave me contradictory results , confused me more.

i found 2 terms seemingly not same:

  1. power density spectrum

  2. power spectral density (some books scaled power density spectrum)

so in understanding power spectral density (sxx) should give power per hz. continuous signal can calculated fourier transform of autocorrelation function (through integral unit w/hz seems fine). followingly signals power can calculated total integral of sxx.

but how calculate discrete , finite signal? ("by hand" , not use pwelch)

if apply autocorrelation , use fft in case obtain: sxx_disc=1/n*abs(fft(x)).^2 n=length(x)

but if use sum(sxx_disc) doesn't give me right signalpower should be: px_disc=1/n*sum(abs(x).^2). px_disc obtain sum(sxx_disc)/n - why have divide n again?

thank kind of help! klaus


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