# What is exactly Power Spectrum Density? [closed]

In papers or textbooks, I have found several different definitions of PSD. I think I understand the meaning of PSD and all these papers or textbooks agrees that PSD and Fourier Series share a proportional relationship. But still there are different formulas from P(f)=1/T(〖F(f)〗^2), P(f)=〖∆t〗^2/T(〖F(f)〗^2), P(f)=1/4∆f(〖F(f)〗^2), P(f)=(〖F(f)〗^2) or others. From what I learn, I think on the point of conception of power(or energy) and Parseval's theorem, discrete PSD should be described as simply P(f)=1/T(〖F(f)〗^2). So why is there so many different formulas? Are they wrong or do I misunderstand something?

• Related: this question – Matt L. Dec 19 '18 at 8:17
• Your post isn't clear. Refer to formatting help. – BlackMath Dec 19 '18 at 8:20
• They differ by a constant so yes there are many formulas but the pad is applied to many physical quantities. There is a tendency to treat power in an abstract way in many texts but would you expect hires power and watts having the same constant used in a formula? – user28715 Dec 19 '18 at 13:29

Power Spectrum Density (PSD) represents the spectral distribution of total power of a given WSS random signal. Conventionally, it's defined as the Fourier transform of the Auto-Correlation function (sequence) of the WSS random process as:

$$P_x(\omega) = \mathcal{ F } \{ r_{xx}[m] \}$$

where the auto-correlation sequence (ACS) $$r_{xx}[m]$$ of the WSS $$x[n]$$ is defined by:

$$r_{xx}[m] = E\{ x[n]x^*[n-m] \}$$

These are theoretical entities, you may not compute them in practice where only a single or a few realizations of the random process are available. In such a case, the PSD is estimated and there are different estimation techniques, one of the most common and simplest is known as the periodogram estimate of PSD and given by

$$\hat{P}_{x}(\omega) = \frac{1}{N} |X(\omega)|^2$$

where $$X(\omega)$$ is the discrete-time Fourier transform of the observed signal $$x[n]$$ of length $$N$$.