Description II: Spectral Density
The probability functions which we have considered give an account of the part played in a random process by values of x of different magnitudes, but they do not reveal the course of the variation of x with time except through the auto-correlation function R(τ) as a function of time interval τ. We are accustomed in vibration work to think of time variation as measured rather by frequency, and we now consider how we can apply this concept to a random function, through the method of Fourier analysis. We shall find that this leads us back to the auto-correlation function by a different path.
KeywordsSpectral Density Fourier Series Random Process Random Function Basic Frequency
Unable to display preview. Download preview PDF.