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Results tagged with matlab
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user 32888
MATLAB (MATrix LABoratory) is a numerical computing environment and a fourth-generation programming language. Use this tag with care.. see excerpt.
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Equivalence of the Power Spectral Density definitions
I am trying to show the equivalence of the following Power Spectral Density definitions in Matlab:
Definition 1:
$$ P(\omega) = \sum_{k=-\infty}^{\infty} r(k)e^{-j\omega k} $$
Definition 2:
$$ P(\omega … infty} \frac{1}{N} \sum_{k=-(N-1)}^{N-1}{|k||r(k)| = 0} $$
I have tried to demonstrate that if the convergence property above is not satisfied then the equivalence does not hold through a simulation in Matlab …
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