Tasks

Relationship between ACF and Power Spectral Density

Instructions

Theory

The Wiener-Khinchin Theorem is a fundamental concept in signal processing. It states that the Power Spectral Density (PSD) of a wide-sense-stationary random process is the Fourier transform of its Autocorrelation Function (ACF).

\( S_{xx}(f) = \mathcal{F}\{R_{xx}(\tau)\} \)

This experiment allows you to visually verify this theorem in real-time.

Procedure

  • Select a signal type from the dropdown menu.
  • Use the sliders that appear to control the signal's parameters, such as frequency and amplitude.
  • As you move the sliders, observe how the Signal Waveform, its ACF, and its PSD all change in real-time.
  • The Observations panel will provide guiding questions to help you understand the relationship between the plots for each signal type.

ACF to PSD Explorer

Signal Waveform: x(t)

Autocorrelation: R(\(\tau\))

Power Spectral Density: S(f)

Observations