Generalization of the Wiener-Khinchin theorem

被引:51
作者
Cohen, L [1 ]
机构
[1] CUNY Hunter Coll, New York, NY 10021 USA
基金
美国国家航空航天局;
关键词
autocorrelation function; Wiener-Khinchin theorem;
D O I
10.1109/97.728471
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
We generalize the concept of the autocorrelation function and give the generalization of the Wiener-Khinchin theorem. A full generalization is presented where both the autocorrelation function and power spectral density are defined in terms of a general basis set. In addition, we present a partial generalization where the density is the Fourier transform of the characteristic function but the characteristic function is defined in terms of an arbitrary basis set. Both the deterministic and random cases are considered.
引用
收藏
页码:292 / 294
页数:3
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