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Timeline for PSD of a windowed signal

Current License: CC BY-SA 3.0

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May 8, 2013 at 2:53 history edited Jim Clay CC BY-SA 3.0
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May 8, 2013 at 2:53 comment added Jim Clay @Jean-louisDurrieu You are correct, I meant convolution in the frequency domain. Good catch.
May 7, 2013 at 21:39 comment added Jean-louis Durrieu I was the downvote! sorry for the delay. It just needs some clarifications: 1st paragraph, I guess you meant "This corresponds to convolution in the frequency domain", didn't you? The explanation you give seems to follow that track... except the formula corresponds to the PSD of the input signal filtered by a (deterministic) filter. The answer by @Hilmar, with this respect, makes more sense, IMHO. Note that the FTs are convolved, not the PSDs. Note also that the mathematics are true for continuous time and frequency signals, but for discrete ones, one might need to check closer...
Dec 21, 2012 at 13:31 comment added Jim Clay It would be nice if the downvoter would say why they downvoted. Otherwise it can't be fixed.
Dec 15, 2012 at 1:55 history edited Jim Clay CC BY-SA 3.0
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Dec 14, 2012 at 21:38 vote accept heavenhitman
Dec 14, 2012 at 21:35 vote accept heavenhitman
Dec 14, 2012 at 21:38
Dec 14, 2012 at 20:30 comment added Jim Clay The mathematical effect will be to convolve the true PSD with the Fourier transform of the window.
Dec 14, 2012 at 18:08 comment added heavenhitman in mathematical form what will be the affect on true PSD? how to related true PSD and PSD estimation?
Dec 14, 2012 at 17:47 history answered Jim Clay CC BY-SA 3.0