Power spectral density ($S_x(f)$)

A power spectral density distributes the mean square of a signal over frequency. Its integral over the specified frequency domain gives that mean square. State whether the convention is one-sided or two-sided and whether frequency is measured in hertz or as angular frequency. For a zero-mean stationary signal, the mean square is its variance; spectral density of a stationary process gives the discrete-time convention.

A cross-spectrum relates the Fourier transforms of two random fields or two stochastic processes. The cross-spectrum of two stationary time series gives the discrete-time case.

For statistically homogeneous random fields, the three-dimensional cross-power spectrum is defined byunder the Fourier transform convention $U(\mathbf{x})=\int d^{3}kU(\mathbf{k})e^{i\mathbf{k}\cdot \mathbf{x}}/(2\pi {)}^3$. For isotropic fields it depends only on $k=|\mathbf{k}|$. A deterministic relation $V(\mathbf{k})=A(k)U(\mathbf{k})$ implies $P_{UV}=A^{\ast }{P}_{UU}$. An angular cross-power spectrum is defined analogously from spherical harmonic coefficients.

An amplitude spectral density is the square root of a power spectral density. For an electric potential difference expressed in volts and frequency in hertz, its units are $\mathrm{V}/\sqrt{\mathrm{Hz}}$.