Spectrum

Short definition of Spectrum
Shows how the variance of a signal is distributed with respect to frequency or wavenumber

This is the common definition for Spectrum, but other definitions maybe discussed within the wiki.

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The spectrum of a signal, say <math>u(t)</math>, shows how the variance of this signal is distributed with respect to frequency. If the spectrum of <math>u</math> is <math>\Psi(f)</math>, then the spectrum has the property that the variance of <math>u</math> is

<math>\overline{u} = \int_0^{\infty} Psi(f)\, \mathrm{d}f \ \ .</math>

and the variance located between two frequencies <math>f_1</math> and <math>f_2</math> is

<math> \int_{f_1}^{f_2} Psi(f)\, \mathrm{d}f \ \ .</math>

Thus, the units of a spectrum, <math>\Psi</math> are the square of the units of <math>u</math> per unit of frequency, <math>f</math>.