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  2. White noise - Wikipedia

    en.wikipedia.org/wiki/White_noise

    The waveform of a Gaussian white noise signal plotted on a graph. In signal processing, white noise is a random signal having equal intensity at different frequencies, giving it a constant power spectral density. [1]

  3. Gaussian noise - Wikipedia

    en.wikipedia.org/wiki/Gaussian_noise

    In signal processing theory, Gaussian noise, named after Carl Friedrich Gauss, is a kind of signal noise that has a probability density function (pdf) equal to that of the normal distribution (which is also known as the Gaussian distribution). [1] [2] In other words, the values that the noise can take are Gaussian-distributed.

  4. Additive white Gaussian noise - Wikipedia

    en.wikipedia.org/wiki/Additive_white_Gaussian_noise

    Additive white Gaussian noise (AWGN) is a basic noise model used in information theory to mimic the effect of many random processes that occur in nature. The modifiers denote specific characteristics: Additive because it is added to any noise that might be intrinsic to the information system.

  5. White noise analysis - Wikipedia

    en.wikipedia.org/wiki/White_noise_analysis

    In probability theory, a branch of mathematics, white noise analysis, otherwise known as Hida calculus, is a framework for infinite-dimensional and stochastic calculus, based on the Gaussian white noise probability space, to be compared with Malliavin calculus based on the Wiener process. [1]

  6. Wiener process - Wikipedia

    en.wikipedia.org/wiki/Wiener_process

    In applied mathematics, the Wiener process is used to represent the integral of a white noise Gaussian process, and so is useful as a model of noise in electronics engineering (see Brownian noise), instrument errors in filtering theory and disturbances in control theory. The Wiener process has applications throughout the mathematical sciences.

  7. Noise spectral density - Wikipedia

    en.wikipedia.org/wiki/Noise_spectral_density

    It is commonly used in link budgets as the denominator of the important figure-of-merit ratios, such as carrier-to-noise-density ratio as well as E b /N 0 and E s /N 0. If the noise is one-sided white noise , i.e., constant with frequency, then the total noise power N integrated over a bandwidth B is N = BN 0 (for double-sided white noise, the ...

  8. Linear–quadratic–Gaussian control - Wikipedia

    en.wikipedia.org/wiki/Linear–quadratic...

    It concerns linear systems driven by additive white Gaussian noise. The problem is to determine an output feedback law that is optimal in the sense of minimizing the expected value of a quadratic cost criterion. Output measurements are assumed to be corrupted by Gaussian noise and the initial state, likewise, is assumed to be a Gaussian random ...

  9. Stationary process - Wikipedia

    en.wikipedia.org/wiki/Stationary_process

    White noise is the simplest example of a stationary process. An example of a discrete-time stationary process where the sample space is also discrete (so that the random variable may take one of N possible values) is a Bernoulli scheme .