Hai

My project work involves conversion of PSD into its signal.  I have the
variation of PSD with frequency.  Using FFT I can change this PSD into
autocorrelation.  Pl suggest me whether it is possible to get the signal
from its autocorrelation function, Is it so suggest me in this regards

Regards
Easwar

Hi Easwar

In general it is not possible to extract an arbitrary signal from its autocorrelation function.
Autocorrelation function is just a second order representation of a signal. The signal could
very well be composed of higher order statistics. Also the signal may not even be wide-sense
stationary further complicating the issue!

Consider a simple example: If you have a stationary white noise sequence its sample
autocorrelation is just the delta function scaled by the variance (assuming you have enough
samples to compute the autocorrelation) . There is absolutely no way you can obtain the
particular realization of the white noise sequence with just the autocorrelation sequence.

-Gokul 

----- Original Message ----
From: arthanareeswaran palaniappan <a...@gmail.com>
To: m...@yahoogroups.com
Sent: Wednesday, 9 January, 2008 7:41:54 AM
Subject: [matlab] How to convert an autocorrelation function to a signal

Hai

My project work involves conversion of PSD into its signal.  I have the variation of PSD with
frequency.  Using FFT I can change this PSD into autocorrelation.  Pl suggest me whether it is
possible to get the signal from its autocorrelation function, Is it so suggest me in this
regards

Regards

Easwar