Questions tagged [gaussian]

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Generate Complex White Gaussian Noise in MATLAB

n_3=sqrt(0.1)*randn(1,K); n_4=sqrt(0.1)*randn(1,K); beta_NLoS=(n_3+1i*n_4); % CN(0,0.1) I want to create a $CN(0,0.1)$,does my code have any problem?
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1answer
237 views

Covariance matrix associated with random DC level in Gaussian noise

Given a signal $x[n] = A + w[n]$ where $A$ is a Gaussian random variable and $w[n]$ is Gaussian white noise, then the covariance matrix of the signal is given by $[C(\sigma^2_A)]_{ij}=E[x[i-1]x[j-...
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1answer
82 views

What Is a Weighted Local Histogram?

I'm reading through a couple of academic papers, and this terms often comes up "local weighted histogram". An example of quote is the following: First, cumulative histograms are built for every ...
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0answers
246 views

Noise PSD and sampling rate relation

Let's consider generating samples of a random process like white Gaussian noise (AWGN). Let's assume I am generating $N$ samples of AWGN with variance $\sigma ^2$ in MATLAB by using randn() funtion i....
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156 views

issue with the MFCC and GMM for audio recognition

i am working on a project related to audio events recognition in real time like a door bell, baby crying, footstep, I have 9 categories of sound events so the first step i did was getting many wav ...
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1answer
144 views

What Are Different Approaches to Realize a Gaussian Blur (Smoothing) Step on an Image? [closed]

Could some review some methods to apply Gaussian Filter (Blur) on an image besides the direct one using Truncated FIR (classic convolution with Truncated Kernel) approximation?
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1answer
185 views

What's the relationship between the parameters of this noise generator and the gaussian curve it produces in the frequency domain?

This algorithm produces a sequence $y$ having a magnitude spectrum that resembles a normal distribution, peaking at frequency $\omega$: $$b[n]=(1-\sigma)b[n-1]+\frac{\sigma}{\omega} C$$ $$p[n]=p[n-1]+...
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0answers
38 views

Creating realization of 2D Gaussian field in Fourier space

I want to generate a 2D Gaussian field with dimensions $L\times L$ with $N^2$ cells each of size $l = L/N$. I'm doing this by producing a realization of this field in Fourier space by producing ...
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317 views

frequency spectrum of a sampled signal, PSD and power discussion

Before I go into my question, I first want to review the basics of sampling a signal and at the same time I build the basics of my questions so that they make more sense. I know I have asked couple of ...
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1answer
991 views

How Does the RMS of White Noise Change with Sampling Frequency?

There is an analog system which includes the continuous-time linear equalizer (CTLE). With some .noise analysis the power-spectral density (PSD) of the noise in that system is provided. So let's not ...
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1answer
46 views

Play with a Gaussian random set in the frequency domain to obtain desired effect in the time-domain

Please assume we have a set of 100 random numbers obeying Gaussian PDF in time-domain. Let's index them 1-100. Within a time-accurate simulation, I apply four operations on this dynamic set every ...
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1answer
268 views

Zero padding effect on a FFT of gaussian noise

I have a gaussian noise $\nu(t)$ with variance $\sigma^2$. After a FFT I get $X(\omega)$. If now I do the IFFT on the $X(\omega)$ can I say that the result is still a gaussian noise of variance $\...
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1answer
647 views

Gaussian window and standard deviation

I am trying to figure out how to use the matlab gausswin function which constructs a Gaussian window for $N$ samples with a given standard deviation $\sigma$. The function is defined by ...
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1answer
303 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 ...
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55 views

Does a “chirp”-like generalization of the Gabor or Morlet wavelets definitions exist in the lit somewhere?

I have asked this at the Math SE also. Predicating this on the definition of the continuous Fourier Transform preferred by most electrical engineers: $$ X(f) \triangleq \mathscr{F} \Big\{ x(t) \Big\}...
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2answers
779 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,...
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1answer
73 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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2answers
118 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 ...
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1answer
44 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 ...
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0answers
153 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} \...
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2answers
140 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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2answers
109 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 \...
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2answers
318 views

Optimum Filter Signal Detection for Non AWGN Channels

I have been reading this question and it confirms that the matched filter is the maximum-likelihood receiver in the presence of additive white Gaussian noise. So in the AWGN channel it maximizes the ...
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0answers
179 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 ...
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2answers
196 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 ...
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2answers
524 views

Why is second-order Gaussian called Laplacian Gaussian?

We usually use Laplacian of Gaussian as the filter for edge detection or blob detection. But the filter itself is essentially a second order Gaussian. So why do we call it Laplacian of Gaussian? Is ...
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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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1answer
131 views

Approximating a Gaussian Process

Suppose that $\theta_t$ is an exogenous variable with known Gaussian process. Next, suppose that for any index $i\in [0,1]$, $$ a_{i,t} = (1-\beta)\mathbb E[\theta_t|\mathcal I_{i,t}]+\beta \mathbb E[...
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1answer
345 views

Shannon capacity with distribution different from Gaussian

If I understand correctly, in AWGN channel, for a given SNR, there is a code for $M$ input codeword $\mathbf{X}_{i, 1 \leq i \leq M}$ that $$\lim_{n \to \infty} R=\lim_{n \to \infty}\frac{\log(M)}{n} ...
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2answers
1k views

What is DC level in white gaussian noise?

Am studying unbiased estimators and keep seeing this term "DC Level". What is the expansion of DC and what is a DC Level? Even the Wikipedia page on WGN says nothing about it.
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1answer
98 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 ...
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0answers
62 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{...
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169 views

Distribution of the output of AWGN channel

$$\mathbf{Y}=\mathbf{X}+\mathbf{W}$$ $\mathbf{X}$ is input, an $n$-dimension equiprobable vector in a finite subset of complex space $\mathcal{A}^n \subset \mathbb{C}^n$ with norm $\sqrt{\rho n}$ (...
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1answer
662 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
2k 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 ...
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1answer
259 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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1answer
965 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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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) ...
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5answers
1k views

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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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 ...
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1answer
215 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
708 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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1answer
264 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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2answers
385 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
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 ...
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1answer
66 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
255 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
9k 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
428 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 ...