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Windowed signal #2

@Shuo-HAO

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@Shuo-HAO

Dear Felipe,

This is Shuo HAO, a student from PolyU, HK.
The method you provided for PSD estimation is amazing, I 'm doing railway engineering, and I want to implement the PSD function of the track irregularities, which is a really important function in railway engineering, this paper is really helpful to my research, and many thanks for the code demonstration.
I would like to ask you about the windowed signal procession, in this paper, we assume the signal is infinite length, so that the energy is infinite, thus, the Fourier transform could not be performed, here we use windowed signal.
but what I would like to ask is the signal I collected from the field is finite, so if this means I do not need to use the window processing? and if I use the windowed signal, I understand the frequency values that power concentrated on is exactly right, but what about the PSD value, will it decrease thanks to the exponential part that added before the signal?

Appreciate for your reply.
Sincerely
Shuo

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