where S(ω), the absolute value of the complex function, is the amplitude spectrum, and θ(ω), the phase
of the complex function, is the phase spectrum. The square of the absolute value, S(ω)2, is termed the
power spectrum. The power spectrum of a signal describes the distribution of the signal’s power on the
frequency axis. A signal in which the power is limited to a finite range of the frequency axis is called a
band-limited signal. Figure 52.3 depicts an example of such a signal.
The signal in Fig. 52.3 is a band-limited signal; its power spectrum is limited to the frequency range
–ωmax ≤ ω ≤ ωmax. It is easy to show that if s(t) is real (which is the case in almost all applications), the
amplitude spectrum is an even function and the phase spectrum is an odd function.
Special attention must be given to stochastic signals. Applying the FT to a sample function would
provide a sample function on the frequency axis. The process may be described by the ensemble of
spectra. Another alternative to the frequency representation is to consider the correlation function of the
process. This function is deterministic. The FT may be applied to it, yielding a deterministic frequency
function. The FT of the correlation function is defined as the power spectral density function (PSD):