I am trying to make my own demonstration in order to find what is equal to the FT of the Autocorrelation function. The autocorrelation function in some book about turbulence is defined as:
r($\tau$)=$\lim_{T \to \infty}\frac{1}{T} \int_{t0}^{t0+T} u(t)u(t+\tau)dt$ (1)
where T is the time interval, t0 is the starting time of measurement of the parameter. The power spectral density in this case is defined:
S(f)=$\frac{1}{2\pi} \int_{-\infty}^{\infty} exp(-i\tau 2 \pi f)r(\tau) d \tau $ (2)
If we substitute (1) in (2) we obtain:
S(f)=$\frac{1}{2\pi} \int_{-\infty}^{\infty} exp(-i\tau 2 \pi f) [\lim_{T \to \infty}\frac{1}{T} \int_{t0}^{t0+T} u(t)u(t+\tau)dt] d \tau $ (3)
Now I would like to do a similar demonstration like this the demonstration that states that the FT of the ACF function is the square of the DTFT of the signal , but there are some differences and unconsistency, that I would like to help me to fix it (because I am getting mad trying to demonstrate it)- First of all, my autocorrelation definition is different and it hasn’t an integration from -$\infty$ to +-$\infty$ , and furthermore, in my definition of autocorrelation is divided by the total time interval. So do you think that I should, redefine the integral domain in the power spectral density? If yes how?
Anyway I tried to continue this “demonstration” in order to explain all my doubts (maybe I made a mistake, but I hope that you can help me to fix my error). I rearranged (3) in this way
S(f)= $lim_{T \to \infty} \frac{1}{T} \int_{-\infty}^{\infty} u(t) [\frac{1}{2\pi} \int_{t0}^{t0+T}u(t+\tau)exp(-i\tau 2 \pi f) d \tau] dt $ (4)
I am not sure about that, but I thought that the part in the square brackets can be considered, as happend in the case in the link the demonstration that states that the FT of the ACF function is the square of the DTFT of the signal, to be:
$\frac{1}{2\pi} \int_{\color{red}t\color{red}0}^{\color{red}t\color{red}0\color{red}+\color{red}T}u(t+\tau)exp(-i\tau 2 \pi f)d \tau =U (f) exp(i 2 \pi ft)$ (5)
where U(f) is the fourier transform of u(t). An other doubt about the equation (5) is the fact that the coefficient $\frac{1}{2\pi}$ does not appear in the demonstration of the book that I cited in the link.
If we substitute (5) in (4) we obtain:
S(f)= $lim_{T \to \infty}\frac{1}{T} \int_{-\infty}^{\infty} u(t) [U (f) exp(i 2 \pi ft)] dt $ (6)
If you rearranged this:
S(f)= $lim_{T \to \infty}\frac{1}{T} U (f) [\int_{-\infty}^{\infty} u(t) exp(i 2 \pi ft)] dt $ (7)
if we consider that the part in the square bracket is equal to U(f)* which is the conjugate of U (f):
S(f)= $lim_{T \to \infty}\frac{1}{T} U (f) U (f)*$ (8)
which is equal
S(f)= $lim_{T \to \infty}\frac{1}{T} |U (f)|^2$ (9)
Now in this demonstration there are a lot of uncertainities and "bug". I hope you can kindly explain in what I am wrong and which could be the best strategy to reach the right result.
If you find references of book where similar demonstration are done with this definition of autocorrelation, it will be amazing I need a formulation without citing the expected value and the $\delta (t-\tau -t')$