Howtosignalprocessing
- What is white noise in Anova?
- How is white noise measured?
- What is the PSD of white noise?
- What is white noise in time series analysis?
What is white noise in Anova?
The white noise is a stationary time series or a stationary random process with zero autocorrelation. In other words, in white noise any pair of values and taken at different moments and of time are not correlated - i.e. the correlation coefficient. is equal to null.
How is white noise measured?
The random process X(t) is called a white noise process if SX(f)=N02, for all f. Before going any further, let's calculate the expected power in X(t). We have E[X(t)2]=∫∞−∞SX(f)df=∫∞−∞N02df=∞. Thus, white noise, as defined above, has infinite power!
What is the PSD of white noise?
The PSD of bandlimited white noise is constant over a finite frequency range and zero outside that range. Bandlimited white noise has finite signal power. PSD is the Fourier transform of autocorrelation. Cross power spectral density is the Fourier transform of cross correlation.
What is white noise in time series analysis?
A time series is white noise if the variables are independent and identically distributed with a mean of zero. This means that all variables have the same variance (sigma^2) and each value has a zero correlation with all other values in the series.
