Questions tagged [gaussian]

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Gaussian filter as a low pass filter

Can anyone explain me how is a Gaussian filter a low pass filter? It may be a simple thing but I just can't seem to wrap my head around it. Also while applying a low pass filter for bandlimiting (to ...
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292 views

$\tt awgn$ and $\tt wgn$ functions in MATLAB always output the same signal, no matter what I input as SNR

I'm very new to all of this. Right now I'm just trying to add a bunch of different noises to an input signal and see how they affect my signal. This is the current output of my code: ...
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1k views

How to determine variance/std deviation of Gaussian noise from measured data

If I have a signal measured in discrete time intervals of a process containing some signal and some Gaussian noise how do I go about measuring the variance of this noise [i.e. the $\sigma^2$ term in $\...
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On coloured Gaussian noise

It is known that the PSD of additive white Gaussian noise (AWGN) is constant and equal to its variance. What about coloured Gaussian noise (CGN)? For example, given the following PSD of CGN $$S(f) ...
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Why Does the Kalman Filter Remove Only Gaussian Noise?

What and where in the derivation of the Kalman filter is the assumption of Gaussian noise? Why and how does this assumption help?
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Is there a mathematical method to determine if noise is Gaussian?

Is there a mathematical method to determine if a signal's noise is Gaussian? The only way I know so far is to analyze the histogram and layover a Gaussian distribution to visually determine if the ...
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1answer
227 views

What is stochastic differential equation and its need?

A white noise process can be simulated using the Matlab command randn(). The numbers will be drawn from a Normal distribution of zero mean and variance 1. Is the ...
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1answer
811 views

Discrepancy between Gaussian FFT and its Fourier Transform

I am trying to do the FFT of a Gaussian signal and comparing it to the theoretical Fourier transform. For infinitely small time step $dt$ and infinitely long signal length $T$, the 2 should become ...
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1answer
2k views

Correct way to add AWGN to a signal

I have a signal, S whose bandwidth is bw Hertz and is sampled at fs Hertz. To contaminate it with a noise corresponding to SNR <...
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276 views

Interpreting zero-mean Gaussian noise in the context of Kalman Filters

Consider an object moving in 2D space with constant speed $v_x$,$v_y$. If its acceleration is modelled as zero-mean Gaussian $ a_x \sim N(0,\sigma_{a_x}^2)$ and $ a_y \sim N(0,\sigma_{a_y}^2)$ within ...
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452 views

Why do we express complex noise as Gaussian distributed while the channel is Rayleigh distributed?

I have a confusion regarding the distribution of noise and channel fading. As we know channel fading is usually modeled with Rayleigh fading since it has Gaussian distributed real and imaginary ...
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1answer
99 views

Deriving statistics of band limited Random Noise

The question is: Consider a continuous random number with a Gaussian distribution of mean $\mu$ and variance $\sigma$ . The RV is measured from time $t=-\infty$ to $t=\infty$. This time domain signal ...
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1answer
72 views

Doubts and some confusion on variance for complex rv

This question is in continuation of the one asked here. Let's say that the measurement noise $w$ or any random variable is circularly Gaussian complex. If the imaginary and real components each has ...
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1answer
265 views

Fourier transform of a Gaussian in Excel returns imaginary coefficients [duplicate]

I am using Fourier Analysis tool in Excel to transform a Gaussian $\exp(-x^2)$ on a uniform and symmetric grid of $x$ values. I am expecting the result to contain only real numbers (which should ...
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2answers
10k views

Gaussian noise generation for a given SNR ?

I am trying to add a Gaussian noise, normal distributed to a signal I have simulated (sig_noiseFree), to get a noisy signal (sig_noisy). lease see the code. I wrote the function my self according to ...
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2answers
467 views

Gaussian filter looks pixelated

What does it mean when an image looks pixelated after a Gaussian filter (Multivariate Gaussian Distribution filter) is applied (in context of mu, Sigma, and the meshgrid created), and what parameters ...
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1answer
260 views

Creating a noise model with a fixed PSNR

My goal is to create a noise model so that the PSNR of the noisy image compared to the original is some pre-defined constant $\alpha$. This means the mean squared-error will also be a constant. My ...
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1answer
126 views

Transform coding gain of two channel Haar Wavelet transform (first stage)

Question My interpretation Work I'm attempting to do this in MATLAB. I know that for discrete Random Processes going into an LTI system the autocorrelation function of the output is $R_y[n] =...
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888 views

Brownian noise is integration of gaussian or uniform white noise?

On this wikipedia page it is written that Brown noise can be produced by integrating white noise What kind of white noise is meant? The Gaussian or uniform white noise?
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Parameters of Gaussian Kernel in the Context of Image Convolution

Hi Everyone i am new at image processing. I copy code from this website, I have image $600 \times 480$ gray scale. What will be the value of standard deviation or $\sigma$? What will be the value of ...
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896 views

Capacity of AWGN channel

I am confused understanding basic concepts of communication over AWGN channels. I know the capacity of a discrete time AWGN channel is: $$C=\frac{1}{2}\log_2\left(1+\frac{S}{N}\right)$$ and it is ...
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282 views

Parameters of Butterworth filter that approximates the amplitude response of a Gaussian filter?

For a given narrowband Gaussian filter with a specific central frequency and filter width, I need corners of a bandpass Butterworth filter whose amplitude response is close enough to the Gaussian ...
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1answer
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Confusion regarding pdf of circularly symmetric complex gaussian rv

Considering a random variable $x$ that takes in values from a complex domain. Its real and imaginary components are totally uncorrelated. I am following this link and also studying this document. In ...
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2answers
810 views

bandwidth limited pulse,what window function is it?

I want to know what kind of shape a multiple cycle sine wave pulse ( or maybe the correct term is burst ) should have to have the narrowest bandwidth possible at given pulse width. In the laser ...
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1answer
630 views

Value of power spectral density $N_0$ or effect of scaling bandwidth to SNR

I want to compare performance over AWGN channel of two systems that are exactly identical but their bandwidth. I will talk only about baseband system for sake of simplicity. For more details about ...
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3answers
588 views

Is there any way to measure of Gaussian-ness?

I have some sampled data that has $1/f$ noise in it, with departures from the mean. These are long term departures. I could use something like a median filter but the window length would be longer ...
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1answer
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Convolution of Two Kernels [OpenCV]

I've been completely stuck on a portion of my assignment for a few days now. After plenty of searching around, I have been unsuccessful in discovering information that leads me to the correct solution....
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389 views

What should be the output of the pdf for multivariate normal distrubition?

Let's think we have a multivariate normal distribution with $$\mathbf x_1=\begin{bmatrix}x_{11}\\x_{12}\end{bmatrix},\quad \mathbf x_2=\begin{bmatrix}x_{21}\\x_{22}\end{bmatrix},\quad\mathbf m=\begin{...
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2answers
257 views

Additive White Gaussian Noise (AWGN) and Undecimated DWT

One of the benefits of DWT is that it is an orthonormal transform. There are statements that the energy of noise component mainly concentrates on the high-frequency (detail) part and distributes ...
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4k views

Why does the separable filter reduce the cost of computing the operator?

A separable filter in image processing can be written as product of two more simple filters. Typically a 2-dimensional convolution operation is separated into 2 onedimensional filters. This reduces ...
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1answer
623 views

Gaussian weighted distance between pixel amplitudes: motivations and sources?

In several image processing papers, and for instance in Random Walks for Image Segmentation (2006) by Leo Grady, changes in image intensities are turned into edge weights. In some fields, it is called ...
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288 views

Equivalent of Fourier transform for Gaussians?

I have a long signal (million of samples) containing a lot of Gaussian peaks, whose standard deviation is random and about $5$ to $50$ samples wide. Sometimes, these peaks overlap, but not often. The ...
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459 views

Hardware implementation of Gaussian noise generator

I am implementing a GNG using Verilog. The implementation is based on the IEEE paper "Hardware Architecture of a Gaussian Noise Generator Based on the Inversion Method". In this, i could not ...
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2answers
167 views

Conditions for symmetric and unimodal windows in both time and frequency domains

After a lecture on harmonic analysis and time/frequency methods, I reconsidered the Gaussian kernel, defined in continuous time. It is unimodal and symmetric, and its continuous Fourier transform is ...
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Help Understanding Radial Gaussian Filter

I am currently reading through Mueller's "Fundamentals of Music Processing" and I am trying to understand audio segmentation through the use of self-similarity matrices. Currently, my matrix looks ...
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572 views

Image reconstruction using Laplace pyramid

Given a sub-sampled Image $P_n$ belonging to layer $n$, a Gaussian kernel $G$ and a Laplace Layer $L_{n-1}$ of layer $n-1$, my efforts to create $P_{n-1}$ of previous layer $n-1$ have failed. This ...
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1answer
5k views

How to convert a low-pass Gaussian filter to a high pass filter

I have the following code for a applying a Gaussian filter to an image. From what I understand this is a low pass filter. Now I have to convert this into a high-pass filter, and from what we were told ...
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40 views

variance of filtered polynomial

Consider the following system: What is the variance of $y$, $\mathbb{E}(y^2)$ ? (EDIT: I know input signal has infinite power but will be made bandlimited by $H$. Both $H$ and $G$ are simple ...
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248 views

Band Limit in Gaussian Pyramid

In the paper The Laplacian Pyramid as a Compact Image Code, it says The pyramid algorithm reduces the filter band limit by an octave from level to level. How is the conclusion drawn? Is this related ...
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382 views

Gaussian Mixture Model-UBM based for image recognition

Scenario: Open set recognition: Unknown individuals may appear on scene (CCTV). Gallery = 10 individuals with a mug-shot image per individual. Approach: Gaussian Mixture Model-UBM based Use video ...
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50 views

Beginner level: deconvolving Gaussian noise to find initial PDF

noob question. An initial process has an unknown pdf, P(X), which is then subjected to additive Gaussian noise. Repeated sampling of the sum is performed so that $y=x+noise$ is repeatedly ...
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1answer
154 views

Does delta-sigma ADC also reduce Gaussian noise on input signal to ADC or just quantization noise?

The motive for posing this questions arises from a difference of analysis between a colleague an myself. Our general environment is in the construction of an analog front-end which takes in signals ...
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472 views

Interpretation of Histogram in Statistical Image Processing

I am learning statistical image processing by myself. In papers and books, it always show the histogram of original images and gradients as the following image shows. The histograms of images vary ...
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1answer
3k views

Difference between Gaussian and moving average filters for peak detection and doppler shift detection?

Consider having a signal in the time domain, and you want to smooth the signal. Moving average and Gaussian filters that are used. How do you choose which is used for what? What are the conditions ...
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394 views

What is the relation between noise (AWGN) variance and number of antennas?

I'm working in two Matlab scripts trying to simulate a MIMO system using OFDM (downlink) and SC-FDE (uplink). My question is: for different numbers of transmit and receive antennas, what is the ...
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1answer
771 views

Poles of an analog Gaussian filter

I am trying to calculate the poles of an analog Gaussian filter. Its characteristic function, $e^{-\log(2)x^2}$, can be expanded into MacLaurin series: $$2^{-x^2} = e^{-\log(2)x^2} = \lim_{N \to \...
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1answer
439 views

Difference of Gaussian filter but using Gaussian CDFs not PDFs

A very common filter in signal / image processing is the Laplacian of Gaussian filter, and its approximation, the difference of gaussians filter. The DoG filter is the difference of 2 Gaussian PDFs ...
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812 views

Does the Wiener–Khinchin-Einstein theorem hold for non-Gaussian processes? If so are there any assumptions?

The Wiener–Khinchin-Einstein theorem states that the auto-correlation $(r_{xx}(\tau))$ and spectral density $(S(f))$ are Fourier duals, i.e. $$r_{xx}(\tau) = \int^{+\infty}_{-\infty} S(f) \exp\left( ...
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460 views

Why is my laser beam intensity profile not Gaussian?

I am kind of new to laser physics and signal processing, I hope I am in the right place to ask this question. I am also sorry for my not-great English. I have been asked to study the transverse ...
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3answers
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Intuitive understanding of scale-space extrema detection

Can someone explain intuitively why local maxima and minima in the scale-space domain make for good keypoints? I understand using LoG or DoG zero-crossing points to identify spacial variations, i.e. ...