Spectral density

In signal processing, the power spectrum

S

x

x

(

f

)

{\displaystyle S_{xx}(f)}

of a continuous time signal

x

(

t

)

{\displaystyle x(t)}

describes the distribution of power into frequency components

f

{\displaystyle f}

composing that signal. Fourier analysis shows that any physical signal can be decomposed into a distribution of frequencies over a continuous range, where some of the power may be concentrated at discrete frequencies. The statistical average of the energy or power of any type of signal (including noise) as analyzed in terms of its frequency content, is called its spectral density.

When the energy of the signal is concentrated around a finite time interval, especially if its total energy is finite, one may compute the energy spectral density. More commonly used is the power spectral density (PSD, or simply power spectrum), which applies to signals existing over all time, or over a time period large enough (especially in relation to the duration of a measurement) that it could as well have been over an infinite time interval. The PSD then refers to the spectral power distribution that would be found, since the total energy of such a signal over all time would generally be infinite. Summation or integration of the spectral components yields the total power (for a physical process) or variance (in a statistical process), identical to what would be obtained by integrating

x

2

(

t

)

{\displaystyle x^{2}(t)}

over the time domain, as dictated by Parseval's theorem.

The spectrum of a physical process

x

(

t

)

{\displaystyle x(t)}

often contains essential information about the nature of

x

{\displaystyle x}

. For instance, the pitch and timbre of a musical instrument can be determined from a spectral analysis. The color of a light source is determined by the spectrum of the electromagnetic wave's electric field

E

(

t

)

{\displaystyle E(t)}

as it oscillates at an extremely high frequency.