# Questions tagged [gaussian]

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### Thresholding for Movement Classification

I have an application which creates a Gaussian model of the background based on consecutive frame difference and auto-generates a threshold for separating no-changes to movements. The application ...
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### Is a Stationary VAR Process with Zero Mean Gaussian Innovations a Gaussian Stationary Process?

Consider the stationary VAR process $${\bf X}_t = \sum_{\tau = 1}^{L} A_\tau {\bf X}_{t-\tau} +{\bf \epsilon}_t$$ If the innovations $\epsilon_t \sim MVN({\bf 0},\Sigma)$ then is ${\bf X}_t$ a ...
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### Fitting VAR Process with Generalised Gaussian Noise

Consider the $m$-dimensional VAR process $${\bf x}_t = \sum_{l=1}^{P} A_l{\bf x}_{t-l} + {\bf e}_t$$ where the componenets of ${\bf e}_t$ are spatially and temporally independent and follow a ...
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### Calculating information loss in a signal after smoothing?

I have a signal. I applied Gaussian smoothing to it and then for baseline reduction I appied Tophat filter to the smoothed version. This is the original signal: This is the final signal: I read ...
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### 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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### How to Calculate Gaussian Kernel for a Small Support Size?

How to calculate the values of Gaussian kernel? I think I understand the principle of it weighting the center pixel as the means, and those around it according to the $\sigma$ but what would each ...
23k views

### noise of zero mean and variance?

It might be a very silly question, however I'm facing problem with it. Now, the Gaussian noise is a signal with zero mean and variance. I understand what the mean and the variance mean however, I'm ...
831 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 ...
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### what is a Gaussian signal?

I am learning Wiener filtering for 2D images by myself. From one book, it reads It should be noted that the study of the more general problem of signal denoising dates back to at least Norbert Wiener ...
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### 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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### 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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### 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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### 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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### What is the value of the standard deviation $\sigma$? [closed]

I am using the following formula to add the additive Gaussian noise. noise= (x/255)*(randn(size(image))), where x is the ...
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### What type of sensors have complex Gaussian noise?

What type of sensors have complex Gaussian noise? Do strain gauges also exhibit such noise?
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### Fixed SNR with unitary noise variance

I've just one question : How can I write a model like y = x + w,( with w a white gaussian noise) with a fixed SNR and a noise variance equal to 1. What coefficient may I have before x ? Thanks !
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### How good is the Leech lattice for AWGN coding or MSE quantization of Gaussian sources?

Anyone know where to find graphs showing how well it works vs other schemes? thanks
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### Audio experiment with intermodulation by multiplying two analytic signals

1) First, I describe intended processing with a basic case: Let's say on left channel I have a sin wave with frequency F1, and constant amplitude A1. Then on right channel a sin wave with frequency ...
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### Low-Pass FIR that keeps all values positive

Let's say, that I want to low-pass the norm (hence positive values) of an analytic signal (related to Hilbert transform). This allows me to perform experiments with the envelope of audio. For low-...