Wiener-Khinchin Theorem
S(f) = FT[C(τ)] — autocorrelation and power spectral density are Fourier pairs
Freq f₁:
0.10
Freq f₂:
0.25
Noise:
0.30
Decay α:
0.05
+ Sine
+ Square
White Noise
Regenerate
Wiener-Khinchin: C(τ) = ∫x(t)x(t+τ)dt, S(f) = ∫C(τ)e^{-2πifτ}dτ. Peaks in S(f) correspond to oscillations in C(τ). Colored noise: S(f)∝f^{-α}.