I am second year Undergrad student in computer engineering . I have a homework problem where I needed to compute Power Spectral Density . I'm using MATLAB as I noticed that it has good documentation and also a function to that. I'm going through this page to understand using dsp.SpectrumAnalyzer System object™
I used this object to get my results , but i failed to understand how it is doing so. I vaguely understand the concept of PSD that it is computed by Fourier transform of AutoCorr of discrete sequence as FT cannot be applied directly to the random processes.
I'm stuck and confused on this point itself
If I have "m" samples and I need to compute PSD , Is this the correct procedure as described in POINT 1
Divide m Samples into N point segments . --> this results in total of m/N segments (true ?)
Each segment which has N points is further divided into L overlapping segment having M points .
And these M points might have D overlapped points
Is my understanding correct ?
Thanks for taking time to read my question.