If i understand your question correctly, I believe that cross spectral density does provide the information on the power shared by a given frequency for the two signals, also the phase shift information between the two signals.
Have a look on this link: http://zone.ni.com/reference/en-XX/help/371361J-01/lvanlsconcepts/cross_power_spect/
The above answer is correct. In short it does provide information on power, coherence of signals and also phase information.
However, if you are looking at signals where many sources are contributing, it is not always possible to classify the power of each source accurately.
The Power Spectral Density (PSD) is defined as the Fourier Transform (FT) of the Autocorrelation function.
The cross-PSD is defined as the FT of the cross-correlation function between two signals.
PSD is used to estimate the power and cross PSD is used for studying the similarities or relationship between 2 signals with the help of phase shift and coherence. With these information it is possible to obtain the time lag between the 2 signals in the time domain.
Cross PSD provides the information on power contribution by 2 signal at each frequencies.
Hello,
From the relation:
XPSD(f)=H(f)*PSD(f)_in
(XPSD = transfer funtion of a system * PSD of the input signal) the transfer function can be obtained.
If we assume that the input signal is white noise or a pseudo noise sequence (e.g. CASAC sequence) with a autocorrelation function similar to white noise (dirac function) the XPSD provides the transfer function of the system directly.
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