ABSTRACT
In this chapter, we study the spectral representations of random processes. Specifically, the focus is on the definitions of power spectral density for random signals, the Wiener-Khinchin theorem and the important spectral factorization result. Bivariate frequency-domain measures, namely, cross-power spectrum, coherence and partial coherence are also discussed. A study of this chapter reinforces concepts in previous chapters and offers a strong foundation for estimation of frequency-domain models, time-delay estimation and input design.
