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1 vote
0 answers
41 views

Spectral representation of a white stationary process

I am trying to better understand the spectral representation of stochastic processes. From the book "Spectral Analysis for physical applications" by Walden and Persival: The spectral ...
Chachni's user avatar
  • 111
0 votes
1 answer
99 views

Sensor Array Position Calibration in Anisotropic Media

Problem. I have a sensor array consisting of $n \gg 4$ receivers at unknown locations $\langle x_n, y_n, z_n\rangle$ embedded in an anisotropic medium whose index of refraction varies as a known ...
10GeV's user avatar
  • 799
1 vote
0 answers
52 views

Is there a Bayesian theory of deterministic signal? Prequel and motivation for my previous question

This is a prequel to my question: What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? Clearly my question looks at the same time fairly ...
Fabrice Pautot's user avatar
1 vote
0 answers
180 views

What's the probability distribution of a deterministic signal or how to marginalize dynamical systems?

In many signal processing calculations, the (prior) probability distribution of the theoretical signal (not the signal + noise) is required. In random signal theory, this distribution is typically a ...
Fabrice Pautot's user avatar
6 votes
3 answers
2k views

Can Laplace's equation be solved using Fourier transform instead of Fourier series?

Sorry for the long text, but I am unable to make my question more compact. Any periodic function can be Fourier expanded. Usually, they say in mathematical physics books, if the function is not ...
Revo's user avatar
  • 17.1k
1 vote
1 answer
2k views

Amplitude of power spectral density

Why is the amplitude of the Power spectral density higher for shorter period of time as compared to a longer period of time when calculated for any vibration data?
Dilip's user avatar
  • 23