信号时域\(x(t)\),频域\(X(\omega)\).
在\((\omega_0, \omega_0 + \Delta \omega)\)区间内的信号时域表达式为
\[ x_{(\omega_0, \omega_0 + \Delta \omega)}(t) = \int_{\omega_0}^{\omega_0 + \Delta \omega} X(\omega) e^{j\omega t} d \omega\]
$ x_{(\omega_0, \omega_0 + \Delta \omega)}(t) $ 的功率为 $ x_{(\omega_0, \omega_0 + \Delta \omega)}^2(t) $
则信号在\(\omega_0\)处的的功率谱密度为
\[ \lim_{\Delta \omega \to 0 } \frac{ x^2_{(\omega_0, \omega_0 + \Delta \omega)}(t) }{\Delta \omega}= \lim_{\Delta \omega \to 0 } \frac{ \left\{ \int_{\omega_0}^{\omega_0 + \Delta \omega} X(\omega) e^{j\omega t} d \omega \right\}^2 }{\Delta \omega } \]信号$ x_{(\omega_0, \omega_0 + \Delta \omega)}(t) $ 在\((-T,T)\)时间内的功率为
\[ \int_{-T}^{T} x_{(\omega_0, \omega_0 + \Delta \omega)}^2(t) d t \]
则信号在\(\omega_0\)处的的功率谱密度为
\[ \lim_{\substack{\Delta \omega \to 0 \\ T \to \infty} } \frac{ \int_{-T}^{T} x_{(\omega_0, \omega_0 + \Delta \omega)}^2(t) d t }{ 2T \Delta \omega} \]
\[ \begin{aligned} \sqrt{37} & = \sqrt{\frac{73^2-1}{12^2}} \\ & = \sqrt{\frac{73^2}{12^2}\cdot\frac{73^2-1}{73^2}} \\ & = \sqrt{\frac{73^2}{12^2}}\sqrt{\frac{73^2-1}{73^2}} \\ & = \frac{73}{12}\sqrt{1 - \frac{1}{73^2}} \\ & \approx \frac{73}{12}\left(1 - \frac{1}{2\cdot73^2}\right) \end{aligned} \]