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Tagged with white-noise gaussian
6 questions
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Minimum Number of Base Accelerations Needed to Simulate Gaussian White Noise in Structural Dynamics?
I am currently working on a scientific paper where I subject a structure to base accelerations modeled as Gaussian white noise. I am relatively new to signal processing and would appreciate some ...
- 11
1
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87
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$i^{\text{th}}$-dimensional autocorrelation function
I am referring to the work of Stephen A. Billings on "Identification of a class of nonlinear systems using correlation analysis" from the year 1978, where it is mentioned that the $i^{\text{...
- 139
2
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1
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506
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Generating time-domain noise from PSD
I have a question regarding generating a time-domain noise from the power spectral density (PSD), this was addressed in this question (How to generate time-series from a given one-sided PSD?) but I ...
- 73
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Where does the following expression for stationary Gaussian Noise come from: $\langle \tilde{n}(f)\tilde{n}(f')\rangle = \delta(f-f')\frac{1}{2}S_n$?
First, the definitions:
Definition (Gaussian process)
A random process $X(t)$ is a Gaussian process if for all time points, $t_1,\ldots,t_n$ the random variables $X(t_1 ),\ldots,X(t_n)$ have a ...
3
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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 ...
- 33
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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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