> I think I was slightly off when I said that the units of psd are power per > unit frequency -- since the whole signal has infinite power, � no, i don't think so. � > the units�really need to be power per unit frequency per unit time, which > (confusingly) is the same thing as power. � the signal has infinite energy because it goes on (with power greater than some positive lower-bound) forever. �but it's not infinite power unless it's something like "true" white noise (which has infinite bandwidth). �what comes out of a random number generator (a good one) is white only up to Nyquist. �not infinite-bandwidth white noise. � the power of a random process is the mean-square which is the variance plus DC^2. �i think the DC component is 0 in the present case. � so the integral, from -Nyquist to +Nyquist of the PSD must equal the variance, as derived from the p.d.f. �and that value also has to be the zeroth-lag value of the autocorrelation. � > This could be another reason why > some special scaling is needed as compared to a finite-length FFT. really, the only scaling would be that comparing the Fourier integral (with truncated and finite limts) to a Riemann summation (which could be expressed as the DFT). -- � r b-j � � � � � � � � � r...@audioimagination.com � "Imagination is more important than knowledge."
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