Linked Questions

2 votes
1 answer
493 views

Why I don't get the right PSD

I need to model a noise with a given PSD. To do this, I am starting from a white gaussian noise (WGN) and feed with the WGN a transfer function, which will act like a filter. In fact,it's easy to ...
Ba5o's user avatar
  • 61
2 votes
1 answer
370 views

Variance of a signal

How to calculate the variance of noise samples modeled as follows: $n_a(t)$ is a Gaussian zero-mean white noise process with (two-sided) power spectral density $\frac{N_0}{2}$. $n_a(t)$ is passed ...
Raksha's user avatar
  • 23
1 vote
1 answer
565 views

How to calculate the noise power for a non-stationary noise?

With stationary noise we have constant mean and variance (let's assume it is Gaussian noise). My first question is, how is the noise power calculated and how it is related to the variance? Now, I ...
Jennifer's user avatar
1 vote
1 answer
132 views

Why level of noise can be magnified twice through each numerical differentiation?

I was reading a paper and saw this is mentioned there, but I cannot figure out how this can analytically be proven?
Remy's user avatar
  • 13
1 vote
0 answers
150 views

Noise Shape Digital Filter

My objective is to build a noise shape filter from a given transfer function (in one case) and from a given PSD (for another case). Checking my precedent questions you can see that this argument is ...
Ba5o's user avatar
  • 61
1 vote
0 answers
44 views

$E(X(t)X(t))=\sigma^2\delta(\tau)$ or $E(X(t)X(t))=\sigma^2$

(Question already asked on Math StackExchange) Let's say we have a white noise process $x(t)$ such that: $E(X(t)X(t+\tau))=N\delta(\tau)$ $E(X(t))=0$ In particular, with $\tau=0$, $E(X(t)X(t))=E(X^...
Antoine's user avatar
  • 11

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