CovarianceFunction2PowerSpectralDensity

One sided Power Spectral Density (PSD) from a covariance function. The first column of inputfileCovarianceFunction should contain the time lag in seconds. Multiple covariance functions (in the following column)s are supported. The output is a matrix with first column contains the frequency $[Hz]$ and the other columns the PSD $[unit^2/Hz]$.

Conversion between covariance function $c_j$ and PSD $p_k$ is performed by discrete cosine transformation: \[ p_k = 2\Delta t\left(c_0 + c_{n-1} (-1)^k + \sum_{j=1}^{n-2} 2 c_j \cos(\pi jk/(n-1))\right). \] See also PowerSpectralDensity2CovarianceFunction.