spectrum factorization

哪位高人给讲讲
谢谢

信号与系统讲s和z变换时候有讲

？不是把
我的书怎么没有呢？

那就看看 基础的random process
比如rondom process for engineers之类的
一般，信号与系统里会有吧，郑君里那本中文书好像都讲了些

这些里面讲了 功率谱密度 和 自相关函数 是傅立叶变换对
但是没有如何从功率谱密度中 得到 原来的信号

gaussian white noise with unit variance: n0
if the white noise is passed through a filter with a transfer function of
H(s), then the PSD of the output of the filter will be H(s)H(-s)
assuming that the desired signal has a PSD of S(s), we can do spectral factorization to S(s), i.e., express S(s)=H(s)H(-s).. thus, we can obtain the explicit expression of H(s).
then, by filtering the white noise with H(s), you can obtain a signal with the same PSD as S(s)
just a rough description of spectral factorization. FYI

got it
thank you very much