Measurement信号的分析与处理pych2englishedited.ppt

Physical meaning of power spectrum density function 功率谱密度函数的物理意义 Sx(f)expresses distribution of power density of signal along the frequency axis, so it is also called power spectrum density function. 表示信号的功率密度沿频率轴的分布，故又称为功率谱密度函数 . Signal Analysis in Frequency Domain信号的频域分析 Relations among Sx(f),X(f) and |X(f)|2自功率谱密度函数 和幅值谱及能谱之间的关系 By Parsevel theorem:由巴塞伐尔定理： By definition of autocorrelation function and power spectrum 由自相关和功率谱定义： Hence,there is :因此有： Signal Analysis in Frequency Domain信号的频域分析 Power 功率 The distribution of power density along frequency axis .功率密度沿频率轴的分布 Auto power spectrum density function is an even funtion,its frequency range is (-∞，+∞）.It is also called two sided auto power spectrum density funtion. Function value over frequency range (-∞，0）is a symmetric 对称mapping映射 of those over frequency range (0，+∞）.Hence:自功率谱密度函数是偶函数,它的频率范围是(-∞，+∞）又称双边自功率谱密度函数。它在频率范围(-∞，0）的函数值是其在(0，+∞）频率范围函数值的对称映射，因此， One sided spectrum and two sided spectrum单边谱和双边谱 Signal Analysis in Frequency Domain信号的频域分析 0 f Applications of power spectrum 功率谱的应用 1） Relations among Sx(f),|X(f)| and H(f).自功率谱密度Sx(f)与幅值谱|X(f)|及系统频率响应函数H(f)的关系 Signal Analysis in Frequency Domain信号的频域分析 If 若 Signal Analysis in Frequency Domain信号的频域分析 Relations among input auto power spectrum density function, output auto power spectrum density function and system frequency response function .输入/输出自功率谱密度函数与系统频率响应函数关系 Amplitude frequency characteritics of system can be obtained by analysis of input and output auto power spectrum density function. But phase information has been lost and phase frequency characteristic of system cann’t be obtained by this spetral analysis method.通过输入、输出自谱的分析，就能得出系统的幅频特性。但这样的谱分析丢失了相位信息，不能得出系统的相频特性。 Ideal linear system with single input and single output 单输入、单输出的理想线性系统 Signal Analysis in Frequency Domain信号的频域分析 2）noise influence can be eliminated by crossing spectrum.互谱排除噪声影响 Because input and noise are independent .so:由于输入和噪声是独立无关的 Signal Analysis in Freque