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  2. Autocorrelation - Wikipedia

    en.wikipedia.org/wiki/Autocorrelation

    1.3.4 Autocorrelation of white noise. 1.3.5 Wiener–Khinchin theorem. ... Download QR code; Print/export Download as PDF; Printable version; In other projects

  3. Additive white Gaussian noise - Wikipedia

    en.wikipedia.org/wiki/Additive_white_Gaussian_noise

    Additive because it is added to any noise that might be intrinsic to the information system. White refers to the idea that it has uniform power spectral density across the frequency band for the information system. It is an analogy to the color white which may be realized by uniform emissions at all frequencies in the visible spectrum.

  4. Constant amplitude zero autocorrelation waveform - Wikipedia

    en.wikipedia.org/wiki/Constant_amplitude_zero...

    In signal processing, a Constant Amplitude Zero AutoCorrelation waveform (CAZAC) is a periodic complex-valued signal with modulus one and out-of-phase periodic (cyclic) autocorrelations equal to zero.

  5. Decorrelation - Wikipedia

    en.wikipedia.org/wiki/Decorrelation

    Decorrelation is a general term for any process that is used to reduce autocorrelation within a signal, or cross-correlation within a set of signals, while preserving other aspects of the signal. [citation needed] A frequently used method of decorrelation is the use of a matched linear filter to reduce the autocorrelation of

  6. 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.

  7. Detrended fluctuation analysis - Wikipedia

    en.wikipedia.org/wiki/Detrended_fluctuation_analysis

    In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self-affinity of a signal. It is useful for analysing time series that appear to be long-memory processes (diverging correlation time, e.g. power-law decaying autocorrelation function) or 1/f noise.

  8. Partial autocorrelation function - Wikipedia

    en.wikipedia.org/wiki/Partial_autocorrelation...

    White noise: The partial autocorrelation is 0 for all lags. Autoregressive model: The partial autocorrelation for an AR(p) model is nonzero for lags less than or equal to p and 0 for lags greater than p. Moving-average model: If , >, the partial autocorrelation oscillates to 0.

  9. White noise - Wikipedia

    en.wikipedia.org/wiki/White_noise

    White noise draws its name from white light, [2] although light that appears white generally does not have a flat power spectral density over the visible band. An image of salt-and-pepper noise In discrete time , white noise is a discrete signal whose samples are regarded as a sequence of serially uncorrelated random variables with zero mean ...