PowerSpectralDensity

PowerSpectralDensity[data, ω] estimates the power spectral density for data.

• PowerSpectralDensity[data, ω, sspec] estimates the power spectral density for data with smoothing specification sspec.
• PowerSpectralDensity[tproc, ω] represents the power spectral density of a time series process tproc.

The power spectral density describes how the power of a signal is distributed across frequencies.

Examples

data = Table[Sin[2 Pi 0.1 t] + RandomReal[], {t, 100}];
PowerSpectralDensity[data, 0.1]

Periodogram[data]

PowerSpectralDensity[ARProcess[{0.5}, 1], \[Omega]]

*See the official Wolfram Language Reference for more details.