随机过程及自相关函数及功率谱.pptVIP

* 2.2 随机过程的自相关函数与功率谱 The self-correlation functions power spectra of RPs 信号的频谱和傅立叶变换 The spectra Fourier transforms of signals 1 、基本概念 Basic concepts （1）实信号：可用时间的实函数表示的信号 Real signal: The signals expressed with real function of time are …. 特点：具有有限的能量或有限的功率 Features: The energy or power of a real signal is `finite. （2）能量信号：能量有限的信号 Energy signal: The signals with finite energies 下一页 （3）时间函数信号的分解 The decomposition of time function signals 1 一个时间函数信号可表示成若干个基本信号的总和或积分 A time function signal can be expressed with the sum or integral of a certain number of basic signals 2 常用基本信号：复正弦信号、 函数、sinc 函数等 The basic signals frequently used: complex sine signal, function, sinc function (sample function) etc. （4）时间函数信号的频谱密度---傅立叶变换 The spectrum density of time function signals --- Fourier Transform 当用复正弦信号作为基本信号时，以时间函数表示的信号 可写成(反傅立叶变换的形式) (1.2.21) 其中 (1.2.22) 称为 的频谱密度或 的傅立叶变换; 称为 的傅立叶反变换, 并将这种关系记为 (1.2.23) When complex sine signals are used as basic signals, a time function signal can be written with the form of Inverse Fourier Transform as Where is called the spectrum density, or the Fourier Transform of the , and the is the Inverse Fourier Transform of the . This relation is denoted as . The two functions are called a FT pair. 2、傅立叶变换的重要特性 The important properties of FT （1）线性性质 Linearity 若函数 、 … 所对应的傅立叶变换分别是 、 …， ， 则下列变换对成立：