White noise process                                                                                                                                  Print this page
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  • A white noise process is called a strict-sense white noise process if the noise samples at distinct instants of time are independent. A white Gaussian noise process is a strict-sense white noise process. Such a process represents a ‘purely' random process, because its samples at arbitrarily close intervals also will be independent.

Example 1 A random-phase sinusoid corrupted by white noise

       Suppose where is a constant bias and and is a zero-mean WGN process with PSD of and independent of Find and

We have,

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