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In general terms, one way of estimating the PSD of a process is to simply find the discrete-time Fourier transform of the samples of the process (usually done on a grid with an FFT) and
Create a signal consisting of three noisy sinusoids and a chirp, sampled at 200 kHz for 0.1 second. The frequencies of the sinusoids are 1 kHz, 10 kHz, and 20 kHz. The sinusoids have different
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