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Noise curves are a common way to characterise background noise in unoccupied buildings and spaces. [1] Their purpose is to produce a single-value representation of a complete sound spectrum. International standards organizations ( ISO , [ 2 ] ANSI [ 3 ] and ASA ) recognize the need to objectify judgements on the amount of ambient noise in ...
If the noise has expected value of zero, as is common, the denominator is its variance, the square of its standard deviation σ N. The signal and the noise must be measured the same way, for example as voltages across the same impedance. Their root mean squares can alternatively be used according to:
Also, the gain factor, +, depends on our confidence in the new data sample, as measured by the noise variance, versus that in the previous data. The initial values of x ^ {\displaystyle {\hat {x}}} and C e {\displaystyle C_{e}} are taken to be the mean and covariance of the aprior probability density function of x {\displaystyle x} .
Conversely, if the noise variance is relatively higher, then the estimate will be close to m, as the measurements are not reliable enough to outweigh the prior information. Finally, note that because the variables x and y are jointly Gaussian, the minimum MSE estimator is linear. [ 2 ]
It computes a windowed periodogram of each one, and computes an array average, i.e. an array where each element is an average of the corresponding elements of all the periodograms. For stationary processes, this reduces the noise variance of each element by approximately a factor equal to the reciprocal of the number of periodograms.
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Schmidt, in particular, accomplished this by first deriving a complete geometric solution in the absence of noise, then cleverly extending the geometric concepts to obtain a reasonable approximate solution in the presence of noise. The resulting algorithm was called MUSIC (MUltiple SIgnal Classification) and has been widely studied.