If the autocorrelation function of a random process X(t) is R(τ) its power spectral density is:

• A. S(f) = In R(τ)
• B. S(f) = exp (R(τ))
• C. S(f) = R(τ)*R(τ)
• D. \(S\left( f \right) = \mathop \smallint \nolimits_{ - \infty }^\infty R\left( \tau \right)\exp \left\{ { - \left( {j 2\pi f \tau } \right)} \right\}d\tau \)