On coloured Gaussian noise

1. What is colored Gaussian noise?
2. Is Gaussian noise always white?
3. Why white Gaussian noise is white?
4. What type of noise is Gaussian noise?

What is colored Gaussian noise?

Colored Gaussian noise is a process in which all the random variables are zero-mean correlated (jointly) Gaussian random variables with random variables separated by time τ having covariance RX(τ). Note that the variance of all the random variables is σ2=RX(0).

Is Gaussian noise always white?

Noise having a continuous distribution, such as a normal distribution, can of course be white. It is often incorrectly assumed that Gaussian noise (i.e., noise with a Gaussian amplitude distribution – see normal distribution) necessarily refers to white noise, yet neither property implies the other.

Why white Gaussian noise is white?

White refers to the idea that it has uniform power across the frequency band for the information system. It is an analogy to the color white which has uniform emissions at all frequencies in the visible spectrum. Gaussian because it has a normal distribution in the time domain with an average time domain value of zero.

What type of noise is Gaussian noise?

Gaussian Noise is a statistical noise with a Gaussian (normal) distribution. It means that the noise values are distributed in a normal Gaussian way.