On Defining White Noise
Abstract
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.
Citation
Howard, Roy. 2008. On defining white noise, in Nagarajan, R. (ed), Curtin University of Technology Science and Engineering International Conference, Nov 24 2008, Miri - Sarawak, Malaysia: Curtin University of Technology, Sarawak Campus - Malaysia.
Source Title
Proceedings of the Curtin University of Technology Science and Engineering International Conference
ISBN
Faculty
Department of Electrical and Computer Engineering
School of Engineering
Faculty of Science and Engineering
Collection
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