Search results
Results from the WOW.Com Content Network
If, in addition to being independent, every variable in w also has a normal distribution with zero mean and the same variance , w is said to be a Gaussian white noise vector. In that case, the joint distribution of w is a multivariate normal distribution ; the independence between the variables then implies that the distribution has spherical ...
A special case is white Gaussian noise, in which the values at any pair of times are identically distributed and statistically independent (and hence uncorrelated). In communication channel testing and modelling, Gaussian noise is used as additive white noise to generate 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.
Since the variance of a Gaussian process is equivalent to its power, it is conventional to call this variance the noise power. Such a channel is called the Additive White Gaussian Noise channel, because Gaussian noise is added to the signal; "white" means equal amounts of noise at all frequencies within the channel bandwidth.
Thermal noise is approximately white, meaning that its power spectral density is nearly equal throughout the frequency spectrum. The amplitude of the signal has very nearly a Gaussian probability density function. A communication system affected by thermal noise is often modelled as an additive white Gaussian noise (AWGN) channel.
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]
Signal averaging is a signal processing technique applied in the time domain, intended to increase the strength of a signal relative to noise that is obscuring it. By averaging a set of replicate measurements, the signal-to-noise ratio (SNR) will be increased, ideally in proportion to the square root of the number of measurements.
For the simple case of the additive white Gaussian noise (AWGN) channel: = +, ... For a zero mean, variance ...