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An infinite-bandwidth white noise signal is purely a theoretical construct. By having power at all frequencies, the total power of such a signal would be infinite. In practice a signal can be "white" with a flat spectrum over a defined frequency band.
A signal that is "white" in the frequency domain must have certain important statistical properties in time. For example, it must have zero autocorrelation with itself over time, except at zero timeshift. Conversely, if the autocorrelation of a signal has those properties (zero except at zero timeshift), the signal is white.
The term white noise is also commonly applied to a noise signal in the spatial domain which has zero autocorrelation with itself over the relevant space dimensions. The signal is then "white" in the spatial frequency domain (this is equally true for signals in the angular frequency domain, e.g. the distribution of a signal across all angles in the night sky).
Being uncorrelated in time does not however restrict the values a signal can take. Any distribution of values is possible (although it must have zero DC component). For example, a binary signal which can only take on the values 1 or 0 will be white if the sequence of zeros and ones is statistically uncorrelated. Noise having a continuous distribution, such as a normal distribution, can of course be white.
It is often incorrectly assumed that Gaussian noise (see normal distribution) is necessarily white noise. However, neither property implies the other. Thus, the two words "Gaussian" and "white" are often both specified in mathematical models of systems. Gaussian white noise is a good approximation of many real-world situations and generates mathematically tractable models, and is used so frequently that the term additive white Gaussian noise has a standard abbreviation: AWGN.
Colors of noise
There are also other "colors" of noise, the most commonly used being pink and brown.
One use for white noise is in the field of architectural acoustics. Here in order to submerge distracting, undesirable noises (for example conversations, etc.,) in interior spaces, a constant low level of noise is generated and provided as a background sound.
White noise has also been used in electronic music, where is it used either directly or as an input for a filter to create other types of noise signal.
To set up the EQ for a concert or other performance in a venue, white noise is sent through the PA system and monitored from various points in the venue so that the engineer can tell if the acoustics of the building naturally boost or cut any frequencies and can compensate with the mixer.
White noise is used as the basis of some random number generators.
Random vector transformations
Whitening a random vector
A vector can be whitened to remove nonzero correlations. This is useful in various procedures such as data compression.
One common method for whitening a vector with mean is to perform the following calculation:
- is the vector to be whitened,
- E is the orthogonal matrix of eigenvectors of the covariance matrix
- Λ = diag(λ1,...,λn) is the diagonal matrix of corresponding eigenvalues
- is the whitened vector with zero mean and the identity matrix for its covariance matrix
Simulating a random vector
Random signal transformations
Whitening a continuous-time random signal
We can whiten this signal using frequency domain techniques.
if and only if Sx(ω) satisfies the Paley-Wiener criterion .
We choose the minimum phase filter so that the resulting inverse filter is stable. Additionally, we must be sure that H(ω) is strictly positive for all so that Hinv(ω) does not have any singularities.
The final form of the whitening procedure is as follows:
Simulating a continuous-time random signal
We can simulate any wide-sense stationary, continuous-time random process x(t) defined with the same mean μ, covariance function Kx(τ), and power spectral density Sx(ω) as above. Again, we use frequency domain techniques.
We factor the power spectral density of the desired signal x(t)
and choose the minimum phase H(ω).
Thus, the resultant signal will have the same 2nd moment properties as the desired signal x(t).
- Noise (physics)
- delta function
- Independent components analysis
- Principal components analysis
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