Noise

Is a white noise always zero mean and uncorrelated?

Is a white noise always zero mean and uncorrelated?

White noise has zero mean, constant variance, and is uncorrelated in time. As its name suggests, white noise has a power spectrum which is uniformly spread across all allowable frequencies.

  1. Why is the mean of white noise zero?
  2. Does white Gaussian noise have zero mean?
  3. What is white noise in autocorrelation?
  4. Is Gaussian noise uncorrelated?

Why is the mean of white noise zero?

Turning to your question, yes, white noise does have zero mean even if this is not explicitly stated because if the mean were nonzero, then the power spectral density would have a Dirac delta at f=0 which disrupts the flatness of the power spectral density.

Does white Gaussian noise have zero mean?

Gaussian white noise (GWN) is a stationary and ergodic random process with zero mean that is defined by the following fundamental property: any two values of GWN are statis- tically independent now matter how close they are in time.

What is white noise in autocorrelation?

White noise describes a random process whose mean is zero and whose autocorrelation is a delta-function.

Is Gaussian noise uncorrelated?

A special case is White Gaussian noise, in which the values at any pair of times are identically distributed and statistically independent (and hence uncorrelated).

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