Howtosignalprocessing
Hi: in statistics, unscaled white noise would mean a random variable distributed normally with mean 0 and standard deviation equal to 1.0. Scaled would mean that it has a mean and a variance not necessarily equal to 0 and 1.0 respectively.
- What is the difference between white noise and white Gaussian noise?
- What is discrete white noise?
- Why is it called as white noise and Gaussian noise?
- What is statistical white noise?
- What is non white noise?
What is the difference between white noise and white Gaussian noise?
Gaussian noise means the probability density function of the noise has a Gaussian distribution, which basically defines the probability of the signal having a certain value. Whereas white noise simply means that the signal power is distributed equally over time.
What is discrete white noise?
A discrete- time white noise is defined to be a process whose samples are uncorrelated but otherwise have arbitrary (and possibly time-varying) means and variances.
Why is it called as white noise and Gaussian noise?
Evidently, the power spectrum of GWN is constant over all frequencies, hence the name "white noise," in analogy to the white light that contains all (visible) wavelengths with the same power.
What is statistical white noise?
White Noise is a random signal with equal intensities at every frequency and is often defined in statistics as a signal whose samples are a sequence of unrelated, random variables with no mean and limited variance.
What is non white noise?
The noise process. in (5.44) does not have to be white [120]. In the non-white case, the spectral shape of the noise needs to be estimated and ``divided out'' of the spectrum. That is, a ``pre-whitening filter'' needs to be constructed and applied to the data, so that the noise is made white.
