Questions tagged [gaussian]

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Ideally Lowpass-filtered White Gaussian Noise: question about a derivation of variance and covariance

Consider white gaussian noise $\omega(t)$ that has passed through and ideal lowpass filter with bandwidth $B$. This filter has the impulse response $$h(t) = 2B\text{sinc}(2Bt)$$ Sampling the filter ...
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Keysight ADS Gaussian noise + understand signal plan (BPSK-Mapping a. Demapping)

I have already created the circuit in the Schematic.I am concerned with the understanding of the diagram. In the diagram you can see the Gaussian noise before and after the addition and the question ...
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22 views

How to add Rayleigh Fading Coefficient to a BPSK signal with AWGN?

I have a problem with my code. I saw many programs that add the coefficients of rayleigh like this: h=1/sqrt(2)*(randn(1,N)+1i*randn(1,N)), where N=number of bits. ...
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Choose the right Sigma for Gaussian filter

I have the following problem: I have a time series with counted data. I now want to smooth it using a Gaussian low-pass filter. Is there a method to determine the sigma value? The window should have a ...
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2answers
73 views

why GMSK use a gaussian filter instead of raised cosine filter?

I'm wondering why GMSK use a gaussian filter instead of raised cosine filter as a pulse shaping filter? Is there special reason?
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21 views

when exposure time is longer, the Poisson noise become Gaussian

Can we have an explanation of why exposure time is longer, the Poisson noise become Gaussian? Or any reference? Please provide a reference and I like to dig into more. Thanks in advance!!
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1answer
47 views

Finding optimal decision threshold for binary comm system

I'm trying to solve the following exercise: Given a system that transmits bit $b$ with probability $p_b$ and $-b$ with $p_{-b}$ and the transmission is degraded by AWGN $N(0,\sigma^2)$. What is the ...
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1answer
78 views

Having problems with understanding the meaning of PSD for colored Gaussian noise

After reading two articles on signal processing stack exchange: On coloured Gaussian noise How the white and colored noise differ in time domain I do understand that variance do not change over ...
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1answer
37 views

1st and 2nd Gaussian derivatives for edge detection

I have a project about edge detection, I made research on internet about filters and read many articles but there is an article talked about using Sobel and Gaussian derivatives then it mentioned &...
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25 views

How do you derive the new mean and variance when two gaussian functions are multiplied together?

I'm trying to understand the contents of this web-page which suggest that multiplying two Gaussian functions together produce a new Gaussian function with a new mean and variance. Say I have the two ...
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1answer
38 views

Relation between Gaussian derivatives and Gausian-windowed Cosine function

I am doing some research on UWB radars which transmit a pulse given by: $$ g(t) = p(t) cos(2\pi f_{c}t) = A e^{(-\frac{t^{2}}{2\tau ^{2}})} cos(2\pi f_{c}t) $$ In some other papers, the transmitted ...
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1answer
53 views

Expression for Frequency-shifted Gaussian pulse

I am doing some research on UWB radars which transmit frequency-shifted Gaussian pulses. These pulses are given by: $$ g(t) = p(t)cos(2\pi f_{c}t) = V_{TX}exp(-\frac{t^{2}}{2\tau^2})cos(2\pi f_{c}t) $...
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58 views

Constructing a Gaussian kernel in the frequency domain

I'm currently learning about Fourier transform, but find the differences between spatial domain and frequency domain a bit confusing at times. Let's say I would like to perform convolution of an image ...
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2answers
86 views

Does sum of random variables follows gaussian distribution although each have different mean and variances?

I understand Central limit theorem, but cannot understand the result when it applies to diverse situation. As far as I understand, Central limit theorem states follows: No matter what random variable ...
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1answer
105 views

Error probability for 8-PSK

How can I calculate bit error rate for 8-PSK modulation when I have $E_b/N_0$ given? I know that for QPSK/BPSK the matter is quite simple, but I cannot cope with 8-PSK. Let's say that my $E_b/N_0$ = ...
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2answers
113 views

How to find the output mean and autocorrelation of a non-linear system

I need help with this question. I am sure this is the right StackExchange forum for this type of question. Consider a nonlinear device such that the output is $Y(t) = aX^2(t)$, where the input X(t) ...
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1answer
47 views

SNR of filter output

I have a filter where the input is: $$ x(t) = s(t) + w(t) $$ which is signal plus white Gaussian noise and the output is $y(t)$. If the impulse response of the filter is $h(t)$, then: $$y(t) = s(t)*h(...
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4answers
128 views

gaussian window for designing filters in DSP

I understand that we do not use rectangular window as a window in filter design because of the ringing/gibbs artifacts due to the sidelobes of the resulting sinc function in the time domain. ...
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2answers
93 views

Fractional Bandwidth of a Gaussian Amplitude Modulated Signal

a gaussian modulated sinusoidal signal may be expressed as $$x(t)=A\cdot e^{(j2\pi ft)}\cdot e^{\left[-\frac{1}{2\sigma^{2}}\cdot(t-t_{0})^{2}\right]}$$ Let's consider the case in which the gaussian ...
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1answer
46 views

What is the frequency of the Gaussian white noise model in control systems?

The design of control systems, particularly for SISO systems, is made convenient by tools such as Bode plots and the corresponding Nyquist stability criterion. These concepts allow engineers to design ...
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1answer
117 views

Variance of Integral of a real white Gaussian Noise Process

In this question, is the answer not equal to infinity ? Answer is mentioned as 6. But my doubt is cant we think of it like a linear combination of many independent random variables each having ...
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36 views

Pulse Width and Duty cycle in Gaussian pulses

I have a pulse-based radar which transmits frequency-shifted Gaussian pulses. The Gaussian pulse ($p(t)$) is given by: $$ p(t) = V_\text{TX} e^{\frac{-t^2}{2 \tau ^2}}. $$ The frequency shifted ...
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0answers
40 views

What types of distributions (except the Gaussian) that follow for random jitter in a correlated signal?

For the simple case, let's consider the correlated signal $s$ with jitter (without noise) as follows: \begin{align} s(t, \theta_i) = \cos(2\pi f (t + \epsilon_t) + \phi + \theta_i), ~~ i=0,1, ... \end{...
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1answer
42 views

White gaussian noise analysis deduction

I´m stuck in a deduction analysis of the variance of a gaussian white noise signal in a "integrate-and-dump detector" of a baseband data transmission receiver, where $n(t)$ is white noise ...
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1answer
155 views

Why do we need to construct Gaussian pyramid using SIFT detector

I am learning about SIFT detection and descriptor. I am slightly unsure about why a Gaussian pyramid is built for the image. I do understand that within each octave, we are applying the Difference of ...
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1answer
272 views

The Effect of the Standard Deviation ($ \sigma $) of a Gaussian Kernel when Smoothing a Gradients Image

I am trying to understand why smoothing an image with a gaussian kernel of different sigma values and then computing the gradients of the smoothed image leads to "thicker" trails. In the ...
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2answers
302 views

Derivation of the LMMSE (Linear Minimum Mean Squared Error) Estimate and the MMSE Under Gaussian Prior

I am learning estimation theory through Steven M. Kay - Fundamentals of Statistical Signal Processing, Volume 1: Estimation Theory. In the ...
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0answers
42 views

What could be the optimal filter given this situation?

I am using a camera and a Deep Neural Network to predict one angle. This network received as input the frame, and calculates the mean and the variance associated to the prediction (which is basically ...
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3answers
547 views

Is white noise WSS by nature or not?

I want to know what is the difference between white noise and WSS white noise. is there any difference between them or they're equal? and what about white Gaussian Noise?
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0answers
87 views

Generate skew-normal signal

Is there a simple way to generate a skew-normal shape? Shouldn't be perfect, I just need a rough approximation of it to test peak-detection algorithms. I tried generating the signal according to the ...
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1answer
197 views

Laplacian of Gaussian operator

This might be a silly question. I was reading about the Laplacian of Gaussian (LoG) operator and got confused about the alternative equivelant ways we can make use of it. Let's assume we have a 2D ...
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1answer
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Need assistance from MATLAB point of view [closed]

In my work there are three entities i.e, Tag , reader and RF source. In which for a single bit (0 or 1) from tag towards reader there are 40 consecutive complex gaussian signals at reader . How to ...
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72 views

Blind Estimation of Signal Parameters for Zero mean Normal distribution

Let $\mathbb{s}$ be zero mean with a normal distribution. Let one of the observed set of signals be given by $K\mathbb{s}$ and another by $L\mathbb{s^*}$, where $K$ and $L$ both are constants, and $\...
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3answers
189 views

If $X$ and $Y$ are zero mean independent Gaussian random variables with different variances, what is the density of $\sqrt{X^2+Y^2}$

Let $X\sim\mathcal{N}(0,\sigma_X^2)$ and $Y\sim\mathcal{N}(0,\sigma_Y^2)$ be independent Gaussian random variables. What will be PDF of $Z=\sqrt{X^2+Y^2}$ and $W=\arctan{\left(\frac{Y}{X}\right)}$. ...
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1answer
262 views

Why are the real- & imaginary part of complex white gaussian noise independent processes?

Assume we transmit a bandpass signal over an AWGN channel adding the Gaussian noise contribution $n$ \begin{equation} Acos(\omega_ct) + n(t) \end{equation} Further, the bandpass signal is generated ...
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54 views

How do I make a Gaussian pulse that works on different wavelengths in MATLAB?

I want to make this MATLAB code to plot a Gaussian pulse in THz, then use FFT on it. This is the MATLAB code I used to get the FFT of time domain Gaussian signal at 800nm wavelength: ...
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2answers
217 views

Signal with Complex Gaussian noise

If I have: $$ y = x_r+jx_i + n_r +j n_i$$ with $n_r$ and $n_i$ Gaussian with mean 0 and variance $\sigma^2$, what is the pdf of the envelope |y| and phase(y)? Is it still Rayleigh-distributed and ...
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1answer
54 views

Position of centroids after convolution

One of the properties of convolution is that the centroids of the functions being convolved should add. See equation (18) of Wolfram Alpha's section on convolution Convolution Properties. For example,...
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2answers
535 views

Covariance Matrix Polar to Cartesian

Let $R$ and $\Theta$ be zero mean independent Gaussian random variables with variances $\sigma_R^2$ and $\sigma_\Theta^2$ respectively. Hence their covariance matrix would be diagonal give by $$C_{R,\...
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1answer
687 views

Characteristic function of a random Gaussian variable

I have to find the characteristic function of a random Gaussian variable of $$ \sigma_z (w) = E e^{i w z } $$. This is the variable and I know , from the theory that the characteristic function of ...
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2answers
43 views

Bayesian Information criterion is independent of prior - What does 'prior' mean here?

I am trying to identify the possible number of states in my data. Each state corresponds to a different scenario. For example, I am measuring humidity and trying to identify the number of states in ...
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2answers
38 views

Understanding Communication Theory Jargon for Statistical Linear Models

Coming from a statistical background, I understand the following formula: \begin{equation} y = X\beta + \epsilon \end{equation} as a linear regression model, with data input-output pair: $(X,y)$, ...
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1answer
73 views

Standard deviation of Morlet wavelet's Fourier transform

MATLAB has the complex Morlet Wavelet in the following form: $$\psi(t) = \frac{1}{\sqrt{\pi f_b}}e^{\frac{-t^2}{f_b}}e^{j2\pi f_ct}$$ I arrived at its Fourier transform as shown below (another ...
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1answer
114 views

Gaussian signal generation

Edit: Could the following be the answer? Generate WGN-like-signal which is centered around a set dBm value. Treat that signal like it was a frequency domain representation of an unknown X time-domain ...
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1answer
136 views

Kronecker delta instead of dirac delta as correlation function of white noise

From my understanding, if you have a sample $x_{t_1},\dots,x_{t_n}$ of $X_{t_1},\dots,X_{t_n}$ which are iid $N(0,1)$, then $x_{t_1},\dots,x_{t_n}$ is a sample path of Gaussian white noise. However, ...
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56 views

Comparing the performance of a digital communication sim against a reference

I have a complex baseband simulation of binary FSK modulation and demodulation. The modulated signal $s[k]$ is computed as $$ s[k] = e^{-j2\pi f_ik/f_s} , i \in [0,1] $$ where the sampling rate is $...
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2answers
624 views

Formula to calculate/generate gaussian noise?

What is the formula to calculate gaussian noise, given we have variance and mean? I am trying to search google for formula but i am unable to find any much relevant result. If for example i have mean ...
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1answer
134 views

Meaning of AWGN complex and real noise under BPSK Decision Scheme

I'm currently studying error correcting codes and decided to replicate some common Bit Error Rate curves under BPSK modulation. I initially had trouble to convert SNR to a Gaussian $\sigma$ because I ...
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25 views

Channel Impulse Response is zero mean Gaussian random variable?

In the Paper "Key Generation From Wireless Channels" the channel estimation is given as: $\tilde{h}_{1,A} = \sigma_1^2 + \frac{\sigma^2}{||S_B||^2}$, $\tilde{h}_{1,A} = \sigma_1^2 + \frac{\sigma^2}{||...
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2answers
41 views

Channel noise - A misnomer?

I was discussing with a colleague with background in communication about white Gaussian (WG) channel noise. He said noise is not added by the channel and it's just a misnomer. Noise, which is thermal ...

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