Wiener–Khinchin theorem

E158222

The Wiener–Khinchin theorem is a fundamental result in signal processing and probability theory that relates a wide-sense stationary random process’s autocorrelation function to its power spectral density via the Fourier transform.

All labels observed (4)

How this entity was disambiguated

Statements (46)

Predicate Object
instanceOf mathematical theorem ⓘ
theorem in probability theory ⓘ
theorem in signal processing ⓘ
alsoKnownAs Wiener–Khinchin–Einstein theorem ⓘ
Wiener–Khintchine theorem ⓘ
autocorrelation theorem ⓘ
appliesTo complex-valued random processes ⓘ
real-valued random processes ⓘ
stationary stochastic process ⓘ
wide-sense stationary random process ⓘ
assumes second-order moments exist ⓘ
concerns second-order statistics of random processes ⓘ
domain continuous-time processes ⓘ
discrete-time processes ⓘ
field harmonic analysis ⓘ
probability theory ⓘ
signal processing ⓘ
stochastic processes ⓘ
generalizationOf relationship between convolution and multiplication in Fourier domain ⓘ
historicalNote results were developed independently by Norbert Wiener and Aleksandr Khinchin in the 1930s ⓘ
implies autocorrelation function is positive semidefinite ⓘ
power spectral density is nonnegative ⓘ
inverseForm R_X(τ) = ∫_{-∞}^{∞} S_X(f) e^{j2π f τ} df ⓘ
mathematicalForm S_X(f) = ∫_{-∞}^{∞} R_X(τ) e^{-j2π f τ} dτ ⓘ
namedAfter Aleksandr Khinchin ⓘ
Norbert Wiener ⓘ
relatedTo Bochner's theorem ⓘ
Parseval's theorem ⓘ
cross-correlation theorem ⓘ
power spectrum ⓘ
relates autocorrelation function ⓘ
power spectral density ⓘ
requires existence of autocorrelation function ⓘ
integrability conditions for Fourier transform ⓘ
wide-sense stationarity ⓘ
statement the autocorrelation function of a wide-sense stationary process is the inverse Fourier transform of its power spectral density ⓘ
the power spectral density of a wide-sense stationary process is the Fourier transform of its autocorrelation function ⓘ
usedIn communications engineering ⓘ
image processing ⓘ
optics ⓘ
radio astronomy ⓘ
seismology ⓘ
spectral analysis of random signals ⓘ
statistical signal processing ⓘ
time series analysis ⓘ
usesTransform Fourier transform ⓘ

How these facts were elicited

Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

Norbert Wiener → knownFor → Wiener–Khinchin theorem ⓘ
Wiener–Khinchin theorem → alsoKnownAs → Wiener–Khintchine theorem ⓘ
linked to: Wiener–Khinchin theorem
Wiener–Khinchin theorem → alsoKnownAs → Wiener–Khinchin–Einstein theorem ⓘ
linked to: Wiener–Khinchin theorem
Wiener–Khinchin theorem → alsoKnownAs → autocorrelation theorem ⓘ
linked to: Wiener–Khinchin theorem
Khinchin's representation theorem → isRelatedTo → Wiener–Khinchin theorem ⓘ