White noise process                                                                                                                                  Print this page
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       Thus the Bernoulli process has a constant autocorrelation function for and its power spectrum has uniform value for This process does not qualify to be a white noise according to our definition. If we subtract the mean and define the process by
             

  where then is a white noise process. Because

          

Remark

       Alternatively, the white noise may be defined as a noise sequence with the autocovariance function given by

       and the corresponding PSD

      .
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