Questions tagged [white]

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How to apply chi square formula if the expected value is 0?

My $H_0$ hypothesis is that the N signals I've collected are just white random noise, i.e.: $H_0: d(t) = n(t)$ I'm then asked to formulate the $\chi^2$ test for this. But according to the formula $\...
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117 views

Is a white noise always zero mean and uncorrelated?

It seems to be silly, but is it possible to deduce mathematically that a white noise is necessarily zero mean and uncorrelated? I have seen some people defining a white process as a zero-mean and ...
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Reducing Noise Floor by Sampling Larger BW or Noise Shaping White Noise

If I am sampling a sensor with white noise (Johnson) that is the noise floor of the system could I drive the noise floor down by sampling a larger bandwidth than I care about and then using a digital ...
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Predicting distribution of integral of random process from power spectral density?

Suppose I have a random process $X(t)$ and I know the power spectral density of $X(t)$, $S_{XX}(f)$. What can be said about the distribution of $Y(t) = \int_{t'=0}^T X(t') dt'$? Bear in mind I have a ...
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2 votes
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White noise does not contradicts Wide Sense Stationarity?

I am studying White Noise. But I am really beginner level, so I have a confusion with its construction. White Noise is usually defined as a Wide Sense Stationary process $N=\{N_t\}_{t\in T}$ (for $T$ ...
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3 votes
2 answers
104 views

Why does adding white noise improve the calculation of frequency of a sine wave in the time domain?

I created short audio files with a sine wave (tone) having a set frequency, and added varying white noise to it generated by a random number generator. I wanted to code and test the simple algorithm ...
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3 votes
1 answer
189 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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6 votes
3 answers
1k views

White Gaussian Noise Spectrum and Power

White Gaussian noise has constant power spectral density $N_0/2$. I know that the area under the power spectral density curve between two points gives the power of the signal between these two points. ...
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1 answer
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Fast ICA : recover the sources with their mean after prewhitening

I want to apply the FastICA algorithm on a certain dataset. I believe the sources the Fast ICA can recover are able to explain other data as well (in similar way to factor analysis). However, I also ...
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1 vote
1 answer
91 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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62 views

nature of output of the addition of white noise with colord noise

I want to know that the addition of a uncorrelated time series x with a correlated time series, say y generates a time series ...
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183 views

Why is the error between the desired signal and estimated signal in the case of LMS filter remaining constant even after n number of iterations

I am giving white noise as input to an adaptive filter which is initialized to zero (value of filter coefficients of adaptive filter is 0). I am getting a desired response $d(n)$ by passing white ...
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Least square error channel estimation in the presence of AWGN noise

I want to implement Least Square (LS) channel estimation method in the presense of AWGN noise in MATLAB. $y(n) = x(n) * h(n)$ $Y(k) = X(k)H(K)$ Y(k) is the received signal in frequency ...
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