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Questions tagged [gaussian]

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2answers
712 views

Fitting a gaussian image using opencv

I'm reading through the opencv documentation and some questions in SO but it doesn't seem to provide this information. I've an image $I(x,y)$ and I want to find a gaussian function $f_{\mu,\Sigma}(x,...
2
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1answer
280 views

Matched Filter of Gaussian Signal

How can we evaluate the matched filter's impulse response of a Gaussian function $x(t) = \exp(-\frac{t^2}{2})$. As far as we know, for a signal of finite duration $T$, the impulse response of it's ...
2
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1answer
63 views

Does a collection of Gaussian random variables necessarily constitute a Gaussian Process?

If $\{X(t)\}$ is a Gaussian Process then the random variables $X(t_k)$ where $k = 1,2,3...n$, are jointly Gaussian. If each random variable $X(t)$ is a Gaussian variable, then will the random ...
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3answers
3k views

Gaussian random generator

I have quite a straight-forward question. What I aim for is the generation of a certain set of random numbers with a normal distribution (mu = 0, ...
4
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1answer
1k views

How to generate random samples of Gaussian distribution directly in the frequency domain?

One can easily draw (pseudo-)random samples from a normal (Gaussian) distribution by using, say, NumPy: ...
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2answers
100 views

Derivation of $ R_{N(t)}(\tau) $ from its $f_{N(t)}(\eta)$

How can we prove the auto-correlation function of white gaussian noise $\{ R_{N(t)}(\tau) \}$ is $\frac{N_0}{2} \delta(\tau)$ from its p.d.f in equation below? $$ f_{N(t)}(\eta)=\frac{1}{\sqrt{2 \pi \...
8
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2answers
7k views

What is a $BT$ (Bandwidth-Time) product with reference to modulation?

I would like to know what does Bandwidth-Time product mean. I understand that Bandwidth ($B$) = 1/Symbol Time ($T$), hence $BT = 1$. But how can it vary? What is its significance? e.g. When we say ...
2
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2answers
110 views

Is it a good idea to whiten a colored noise in order to apply formulas for AWGN?

I have posted a question before regarding the detection of a signal under colored Gaussian noise: Energy detection in presence of colored Gaussian noise Theoretical formulas for setting the detection ...
0
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1answer
39 views

From Uniform to 2D gaussian

I have a 2D uniform distribution. I would like to assign probability-weights in the distribution, according to the standard deviation to convert the distribution into a 2D gaussian. I know how to do ...
2
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1answer
5k views

Determine the optimum receiver and the corresponding $P_{eM}$ for an AWGN channel

I have a source that emits $M$ equiprobable messages, which are assigned signals $s_1, \dots,s_M,$ that are equidistant by $a$. That is, if we plot the $s_k$ signals in a horizontal axis they are dots ...
2
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0answers
148 views

Gaussian filter convolution giving unexpected results

I am trying to smooth a time series signal with a Gaussian filter and then differentiate the signal (this is for an application for edge detection). A nice property of convolution is: $$ \frac{d}{dx} \...
0
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2answers
129 views

MLE parameter estimation — confusion regarding some terms in the pdf of complex normal r.v (Part 2)

This question is based on the application of the pdf which was an earlier question of mine asked here Confusion regarding pdf of circularly symmetric complex gaussian rv If $v \sim CN(0,2\sigma^2_v)$ ...
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0answers
159 views

Binomial Approximation of Gaussian Distribution

It is said that we may use the binomial coefficients ( a layer from Pascal's triangle) to approximate the 1-D Gaussian kernel with certain $\sigma$, where $\frac{n}{4} = \sigma$ and $n$ is the index ...
0
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2answers
183 views

Ramp function as derivative in frequency domain?

It is said that to get Laplacian of Gaussian in frequency domain, we may multiply the Fourier transform of Gaussian with two differentiating ramp function (1 ramp gives 1 order of derivative). The ...
0
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1answer
238 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: ...
0
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1answer
2k views

2D Gaussian Seperation into 1D Gaussian components

I have been reading this http://homepages.inf.ed.ac.uk/rbf/HIPR2/gsmooth.htm and I am having trouble to perform the seperability. So I kinda did it in paper. Lets say y Gaussian function is G(X,Y), ...
2
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3answers
1k views

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. ...
2
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1answer
91 views

Dimensional analysis of integrated white noise process

This question is somewhat related to this post. Let us consider we have a white noise current source $i_n(t)$, with a variance $\sigma_i^2$, and mean, $\mu_n=0$. Assume that this current is passed ...
2
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0answers
60 views

Detection over AWGN analysis disagrees with Monte Carlo simulation

I have a fixed vector $\mathbf{s} \in \{\pm1\}^m$ and a random vector $\mathbf{d} \in \{\pm1\}^m$. I send either $\mathbf{x} = \mathbf{x_1} = [\mathbf{s}\space\mathbf{d}]$ or $\mathbf{x} = \mathbf{...
-1
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1answer
605 views

The Distribution of Filtered Gaussian White Noise

Suppose I have some time series $s(t)$ which contains Gaussian white noise generated by a distribution $N(0,\sigma^2)$ Then I apply a filter to s(t) with a frequency response $H(\omega)$, giving me $...
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2answers
1k views

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 ...
0
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1answer
860 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 $\...
2
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3answers
2k views

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) ...
8
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1answer
1k views

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 ...
1
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1answer
655 views

Estimating number for iterations for gaussian smoothing

I have some data sets on which I applied Gaussian smoothing using [1 4 6 4 1] kernel. In my program I iterated this kernel 50 times on the data sets. But only a few ...
0
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1answer
192 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 ...
3
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1answer
647 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 <...
4
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1answer
2k 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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2answers
352 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 ...
1
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1answer
90 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 ...
3
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2answers
223 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 ...
1
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1answer
64 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 ...
0
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1answer
250 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 ...
0
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1answer
121 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] =...
0
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2answers
407 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
3k views

How to generate AWGN with given power spectral density

I am a little unsure about the generation of a additive white Gaussian noise, so I would appreciate to hear from you if I`m doing it correctly. My goal is to generate the time-domain noise ...
1
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3answers
460 views

SURF feature extractor and descriptor

I am trying to understand how SURF extracts features using a Hessian matrix. What I am a bit confused about, is why a second derivative Gaussian filter is used, rather than a standard Gaussian filter?...
8
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1answer
1k views

Is the discrete Gaussian kernel an eigenfunction of the DFT?

So the Gaussian function is an eigenfunction of the Fourier transform because it transforms into itself, right? But this isn't true for the sampled Gaussian in the DFT because the tails of the ...
0
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1answer
779 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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2answers
741 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 ...
8
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3answers
688 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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2answers
316 views

Nonuniform sampling band-limited gaussian white noise

I'd like to sample band-limited Gaussian white noise non-uniformly. One way to approximate this would be to filter Gaussian white noise with a lower cutoff frequency and non-uniformly pick samples ...
0
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1answer
496 views

Gaussian wavelet generation of a given frequency

How can I generate a Gaussian wavelet (time domain) with a given central frequency. I mean, if I take the Fourier Transform then its spectrum should be around that given central frequency. For ...
0
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1answer
960 views

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 ...
1
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1answer
593 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 ...
0
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1answer
313 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{...
1
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2answers
228 views

Additive white Gaussian noise 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 ...
7
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1answer
3k 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 ...
2
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1answer
4k 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 ...