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In signal processing , white noise is a random signal having equal intensity at different frequencies , giving it a constant power spectral density. White noise refers to a statistical model for signals and signal sources, rather than to any specific signal.
White noise draws its name from white light ,  although light that appears white generally does not have a flat power spectral density over the visible band. In discrete time , white noise is a discrete signal whose samples are regarded as a sequence of serially uncorrelated random variables with zero mean and finite variance ; a single realization of white noise is a random shock. Depending on the context, one may also require that the samples be independent and have identical probability distribution in other words independent and identically distributed random variables are the simplest representation of white noise.
The samples of a white noise signal may be sequential in time, or arranged along one or more spatial dimensions. In digital image processing , the pixels of a white noise image are typically arranged in a rectangular grid, and are assumed to be independent random variables with uniform probability distribution over some interval.
The concept can be defined also for signals spread over more complicated domains, such as a sphere or a torus. An infinite-bandwidth white noise signal is a purely theoretical construction.
The bandwidth of white noise is limited in practice by the mechanism of noise generation, by the transmission medium and by finite observation capabilities. Thus, random signals are considered "white noise" if they are observed to have a flat spectrum over the range of frequencies that are relevant to the context.
For an audio signal , the relevant range is the band of audible sound frequencies between 20 and 20, Hz. In music and acoustics , the term "white noise" may be used for any signal that has a similar hissing sound. The term white noise is sometimes used in the context of phylogenetically based statistical methods to refer to a lack of phylogenetic pattern in comparative data. Being uncorrelated in time does not restrict the values a signal can take. Any distribution of values is possible although it must have zero DC component.
Even a binary signal which can only take on the values 1 or —1 will be white if the sequence 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 i. Gaussianity refers to the probability distribution with respect to the value, in this context the probability of the signal falling within any particular range of amplitudes, while the term 'white' refers to the way the signal power is distributed i.
We can therefore find Gaussian white noise, but also Poisson , Cauchy , etc. 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. These models are used so frequently that the term additive white Gaussian noise has a standard abbreviation: White noise is the generalized mean-square derivative of the Wiener process or Brownian motion.
A generalization to random elements on infinite dimensional spaces, such as random fields , is the white noise measure. White noise is commonly used in the production of electronic music , usually either directly or as an input for a filter to create other types of noise signal.
It is used extensively in audio synthesis , typically to recreate percussive instruments such as cymbals or snare drums which have high noise content in their frequency domain. A simple example of white noise is a nonexistent radio station static. White noise is also used to obtain the impulse response of an electrical circuit, in particular of amplifiers and other audio equipment.
It is not used for testing loudspeakers as its spectrum contains too great an amount of high frequency content. Pink noise , which differs from white noise in that it has equal energy in each octave, is used for testing transducers such as loudspeakers and microphones. To set up the equalization for a concert or other performance in a venue, a short burst of white or pink 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.
The engineer can then adjust the overall equalization to ensure a balanced mix. White noise is used as the basis of some random number generators. White noise is a common synthetic noise source used for sound masking by a tinnitus masker. The effects of white noise upon cognitive function are mixed.
Recently, a small study found that white noise background stimulation improves cognitive functioning among secondary students with attention deficit hyperactivity disorder ADHD , while decreasing performance of non-ADHD students. Similarly, an experiment was carried out on sixty six healthy participants to observe the benefits of using white noise in a learning environment.
The experiment involved the participants identifying different images whilst having different sounds in the background. Overall the experiment showed that white noise does in fact have benefits in relation to learning. The experiments showed that white noise improved the participant's learning abilities and their recognition memory slightly.
A random vector that is, a partially indeterminate process that produces vectors of real numbers is said to be a white noise vector or white random vector if its components each have a probability distribution with zero mean and finite variance , and are statistically uncorrelated: A necessary but, in general, not sufficient condition for statistical independence of two variables is that they be statistically uncorrelated ; that is, their covariance is zero.
In that case, the joint distribution of w is a multivariate normal distribution ; the independence between the variables then implies that the distribution has spherical symmetry in n -dimensional space. Therefore, any orthogonal transformation of the vector will result in a Gaussian white random vector. Often the weaker condition "statistically uncorrelated" is used in the definition of white noise, instead of "statistically independent".
However some of the commonly expected properties of white noise such as flat power spectrum may not hold for this weaker version. Under this assumption, the stricter version can be referred to explicitly as independent white noise vector. These two variables are uncorrelated and individually normally distributed, but they are not jointly normally distributed and are not independent.
If x is rotated by 45 degrees, its two components will still be uncorrelated, but their distribution will no longer be normal. Others use weakly white and strongly white to distinguish between them. However, a precise definition of these concepts is not trivial, because some quantities that are finite sums in the finite discrete case must be replaced by integrals that may not converge. However, by this definition, the integral. This property would render the concept inadequate as a model of physical "white noise" signals.
This model is called a Gaussian white noise signal or process. In statistics and econometrics one often assumes that an observed series of data values is the sum of a series of values generated by a deterministic linear process , depending on certain independent explanatory variables , and on a series of random noise values.
Then regression analysis is used to infer the parameters of the model process from the observed data, e. If there is non-zero correlation between the noise values underlying different observations then the estimated model parameters are still unbiased , but estimates of their uncertainties such as confidence intervals will be biased not accurate on average.
Alternatively, in the subset of regression analysis known as time series analysis there are often no explanatory variables other than the past values of the variable being modeled the dependent variable. In this case the noise process is often modeled as a moving average process, in which the current value of the dependent variable depends on current and past values of a sequential white noise process.
These two ideas are crucial in applications such as channel estimation and channel equalization in communications and audio.
These concepts are also used in data compression. In particular, by a suitable linear transformation a coloring transformation , a white random vector can be used to produce a "non-white" random vector that is, a list of random variables whose elements have a prescribed covariance matrix. Conversely, a random vector with known covariance matrix can be transformed into a white random vector by a suitable whitening transformation. White noise may be generated digitally with a digital signal processor , microprocessor , or microcontroller.
Generating white noise typically entails feeding an appropriate stream of random numbers to a digital-to-analog converter. The quality of the white noise will depend on the quality of the algorithm used. From Wikipedia, the free encyclopedia. For other uses, see White noise disambiguation. Bochner—Minlos theorem Brownian noise Dirac delta function Electronic noise Independent component analysis Noise physics Noise video Principal components analysis Sound masking.
Op Amps for Everyone. Interpolation of Spatial Data: Some Theory for Kriging. The best-known generalized process is white noise, which can be thought of as a continuous time analogue to a sequence of independent and identically distributed observations. Elements of Forecasting Fourth ed. Diagnosis and treatment of this elusive symptom". Behavioral and Brain Functions. Noise is beneficial for cognitive performance in ADHD". Journal of Child Psychology and Psychiatry.
Journal of General Psychology. White noise improves learning by modulating activity in dopaminergic midbrain regions and right superior temporal sulcus. Fessler , On Transformations of Random Vectors. Technical report , Dept. Diebold , Elements of Forecasting, 4th edition. By Econterms via About. Noise physics and telecommunications. Channel noise level Circuit noise level Effective input noise temperature Equivalent noise resistance Equivalent pulse code modulation noise Impulse noise audio Noise figure Noise floor Noise shaping Noise spectral density Noise, vibration, and harshness NVH Phase noise Pseudorandom noise Statistical noise.
List of noise topics Acoustics Colors of noise Interference communication Noise generator Radio noise source Spectrum analyzer Thermal radiation.
Bernoulli process Branching process Chinese restaurant process Galton—Watson process Independent and identically distributed random variables Markov chain Moran process Random walk Loop-erased Self-avoiding Biased Maximal entropy. List of topics Category. Retrieved from " https: Noise Noise electronics Statistical signal processing Data compression. All articles with unsourced statements Articles with unsourced statements from January Pages using div col without cols and colwidth parameters Pages using Columns-list with deprecated parameters.