Remarks
The term white noise is analogous to white light which contains all visible light frequencies.
- A white noise is generally assumed to be zero-mean .
- A white noise process is unpredictable as the noise samples at different instants of time are uncorrelated:
for 
Thus the samples of a white noise process are uncorrelated no matter how closely the samples are placed. Thus a white noise has an infinite variance.
- A white noise is a mathematical abstraction; it cannot be physically realized since it has infinite average power.
- If the system band-width (BW) is sufficiently narrower than the noise BW and noise PSD is flat we can model it as a white noise process. Thermal noise, which is the noise generated in resistors due to random motion electrons, is well modelled as white noise, since they have very flat psd over very wide band (GHzs)
- A white noise process can have any probability density function. Particularly, if the white noise process
is a Gaussian random process, then is called a white Gaussian random process. |
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