On a New Approach to Power Density Spectrum and Average Power
Suguru Arimoto · Transactions of the Society of Instrument and Control Engineers · 1966
In this paper, a new approach to the analysis of power-density spectrum and average power is proposed, based upon the concept of state and matrix theory.A covariance matrix equation which is dual to the well-known matrix equation for the calculation of the mean-square deviation is derived and used in representing the power-density spectrum and the average power of the error in the time domain.