Remark
- The average power of the white noise sequence is
- The average power of the white noise sequence is finite and uniformly distributed over all frequencies.
- If the white noise sequence
is a Gaussian sequence, then is called a white Gaussian noise (WGN) sequence.
- A zero-mean i.i.d. random sequence is always white. Such a sequence may be called a strict-sense white noise sequence. A WGN sequence is a strict-sense stationary white noise sequence.
- The concept of the white noise process and the white noise sequence look artificial, but they play a key role in random signal modelling. It plays the similar role as that of the impulse function in the modelling of deterministic signals. A class of WSS processes called the regular random process can be considered as the output of a linear system with white noise as input as illustrated in Figure 6.
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