Non-White Noise

The noise process $ v(n)$ in (5.44) does not have to be white [120]. In the non-white case, the spectral shape of the noise needs to be estimated and ``divided out'' of the spectrum. That is, a ``pre-whitening filter'' needs to be constructed and applied to the data, so that the noise is made white. Then the previous case can be applied.


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Testing for White Noise
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Multiple Sinusoids in Additive Gaussian White Noise