求正弦信号x(t)=Asin(wt+φ)的自相关函数和功率谱密度函数

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  • R(t1,t2)=E[x(t1)x(t2)]=E[Asin(wt1+φ)Asin(wt2+φ)]=(A2/2)E{cos(t2-t1)-cos[w(t2+t1)+2φ]}=(A2/2){cos(t2-t1)+∫02πcos[w(t2+t1)+2φ](1/2π)dφ}=(A2/2)[ cosw(t2-t1)+0]= (A2/2) cosw(t2-t1) 令t2-t1=τ ,则R(t1,t2)= (A2/2) coswτ=R(τ)

    傅立叶变换coswτπ[δ(W-w)+ δ(W+w)]所以,自相关函数为R(τ)=(A2/2) coswτ,功率谱密度为Px(w)= (πA2/2) [δ(W-w)+ δ(W+w)]

    (A2是A的平方)要记得给分哦……