# Autocorrelation & Spectral Density?

• May 31st 2009, 02:28 AM
MMath09
Autocorrelation & Spectral Density?
Hi,

I have that the spectral density of a wide-sense stationary process $X(t)$ is $\frac{\sigma^2}{2\lambda}$

Is there some way I can write the autocorrelation $R_X(t,t+h)$ in terms of $\sigma^2$ and $\lambda$?

Thanks
• May 31st 2009, 07:42 AM
cl85
The spectral density is the Fourier transform of the autocorrelation function. So, the autocorrelation function can be found by applying the inverse Fourier transform on the spectral density.