is the
root-mean-square (rms) value of
.
Energy Signals: The autocorrelation of the energy signal
is
The Fourier Transform of the autocorrelation is
Rayleigh's Energy Theorem: Let
be the energy spectral
density of the energy signal
. Then
Power Signals: The autocorrelation of the power signal
is
Wiener-Kinchine Theorem: Let
be the power spectral
density of the power signal
. Then
so that
with equality holding only in the limit.
Periodic Signals: Periodic signals are a special case of power signals
where the autocorrelation takes on a special form. If
is periodic with period
, then it may be
expressed as
Then the autocorrelation is
The power spectral density
of
is
and the power P is
The last step is the result of Parseval's Theorem which states that
Linear Systems: Let
be the input to an LTI system with impulse response
and let
be the resulting output.
Then
and
Example: Homework problem 0.2
The concept of power spectral density permits a useful definition of
bandwidth. For engineering terms, the bandwidth is measured on the positive
frequency axis only. The bandwidth is given by
for bandpass signals. For baseband
signals,
. The
frequencies
and
are determined using
several common definitions:
- Absolute Bandwidth
and
are defined following the condition
- 3-dB Bandwidth
and
are determined by the range of frequencies for which
where
is the
frequency for which
is the maximum.
- Equivalent Noise Bandwidth
is the width of a fictitious
rectangular filter such that the power in that rectangular band is equal to
the actual power of the signal. The actual power of the signal
is
The equivalent in the rectangular band is
where
is the
frequency for which
is a maximum. Equating the actual and equivalent powers yields the
relationship
- Null-to-Null Bandwidth
Let
be the frequency for which
is a maximum.
- Baseband Signals
- Bandpass Signals
Note that this definition does not apply to all spectra since
not all spectra have nulls.
- Bounded Spectrum Bandwidth
and
are defined by the range of
f for which
Note that
is
usually expressed in dB.
- Power Bandwidth
and
are defined by the frequency interval which contains some percentage R
of the total signal power:
Common values of R include

- Spectral Mask (FCC Regulations)
Section 12.106 of the FCC Rules
and Regulations states
``For operating frequencies below 15 GHz, in any 4 kHz band, the
center frequency of which is removed from the assigned frequency by more
than 50 percent up to and including 250 percent of the authorized bandwidth,
as specified by the following equation, but in no event less than 50 dB:
(attenuation greater than 80 dB is not required)
where
Sampling Theorem: Let
be a baseband signal which
is strictly bandlimited to W Hz. (i.e.
for |f| > W).
is completely
described by uniformly spaced (in time) instantaneous samples with period
. The lowest possible
sample rate
is
called the Nyquist frequency.
In other words, a bandlimited signal can be completely represented by its
sample values.
Let
be the
sampled version of
. Ideal instantaneous sampling may be represented by
Signal Reconstruction If the conditions of the sampling theorem are
satisfied, the recovery of
from
is possible by using a low pass filter.
(illustration)
If the conditions of the sampling theorem are not satisfied (either because
or
is not bandlimited), then
distortion is present at the output of the reconstruction filter:
so that
the replicated spectra overlap. This is called aliasing.
- The reconstruction filter does not have sufficiently high rolloff. This
distortion can be reduced by increasing the filter order or increasing
.
In PCM, the signal samples are quantized to discrete levels. The quantization
level of each sample is transmitted instead of the sample value.
The Hilbert Transform of the signal
is defined to be the
signal whose frequency components are all phase shifted by
radians. The resulting
signal is denoted
is
produced by passing
through a filter with transfer function
The magnitude and phase of
are
The impulse response is the inverse Fourier transform of (
):
It is instructive to contrast and compare the transfer function of the
Hilbert transmform to that of a pure time delay (
). The transfer function
of the time delay is
Both have the same magnitude but the time delay has a phase which is linear
in frequency instead of constant.
Example 1: Find
when
.
Example 2: Homework problem.
The properties of the Hilbert transform are outlined in Section 2.9 of the
Text.
(Note: the Hilbert transform is used in complex analysis to generate
complex-valued analytic functions from real functions. A function is analytic if
and only if its components are harmonic conjugates. The Hilbert transform is
used to generate a functions whose components are harmonic conjugates.)