On Defining White Noise
The mathematical background necessary to rigorously define white noise is detailed. It is shown that it is necessary to accept an arbitrarily small correlation time, and a flat power spectral density approximation over a finite, but arbitrarily large, frequency range, to adequately define a white no...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Conference Paper |
| Published: |
Curtin University of Technology, Sarawak Campus, Malaysia
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/10583 |
| _version_ | 1848747573141045248 |
|---|---|
| author | Howard, Roy |
| author2 | Dr Ramasamy Nagarajan |
| author_facet | Dr Ramasamy Nagarajan Howard, Roy |
| author_sort | Howard, Roy |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The mathematical background necessary to rigorously define white noise is detailed. It is shown that it is necessary to accept an arbitrarily small correlation time, and a flat power spectral density approximation over a finite, but arbitrarily large, frequency range, to adequately define a white noise random process consistent with the Wiener-Khintchine relationships. Dichotomous random processes are used to illustrate appropriate principles and problems. The results are generalized to Gaussian white noise. |
| first_indexed | 2025-11-14T06:51:17Z |
| format | Conference Paper |
| id | curtin-20.500.11937-10583 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:51:17Z |
| publishDate | 2008 |
| publisher | Curtin University of Technology, Sarawak Campus, Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-105832017-01-30T11:19:45Z On Defining White Noise Howard, Roy Dr Ramasamy Nagarajan dichotomous noise Wiener-Khintchine autocorrelation white noise power spectral density The mathematical background necessary to rigorously define white noise is detailed. It is shown that it is necessary to accept an arbitrarily small correlation time, and a flat power spectral density approximation over a finite, but arbitrarily large, frequency range, to adequately define a white noise random process consistent with the Wiener-Khintchine relationships. Dichotomous random processes are used to illustrate appropriate principles and problems. The results are generalized to Gaussian white noise. 2008 Conference Paper http://hdl.handle.net/20.500.11937/10583 Curtin University of Technology, Sarawak Campus, Malaysia fulltext |
| spellingShingle | dichotomous noise Wiener-Khintchine autocorrelation white noise power spectral density Howard, Roy On Defining White Noise |
| title | On Defining White Noise |
| title_full | On Defining White Noise |
| title_fullStr | On Defining White Noise |
| title_full_unstemmed | On Defining White Noise |
| title_short | On Defining White Noise |
| title_sort | on defining white noise |
| topic | dichotomous noise Wiener-Khintchine autocorrelation white noise power spectral density |
| url | http://hdl.handle.net/20.500.11937/10583 |