## Forums Search for: White Noise

## Adaptive Notch filtering using FxLMS

inI've been coding up a working MATLAB simulation on a Blackfin 533 using the 32 bit fractional data type (fract32). I have used FIR filters...

I've been coding up a working MATLAB simulation on a Blackfin 533 using the 32 bit fractional data type (fract32). I have used FIR filters to implement convolution to get outputs from different filter stages. I'm using look up tables created from MATLAB to simulate the algorithm internally on the processor. The LUTs consist of secondary path filtered white noise and a 30Hz sine wave also filtered...

## Variance vs. number of measurements for linear system of equations

inHello, I have the following setup: y = Xc + e where y is an N-dimensional observation vector, X an NxM matrix, c an M dimensional...

Hello, I have the following setup: y = Xc + e where y is an N-dimensional observation vector, X an NxM matrix, c an M dimensional vector of parameters to be identified and e an N dimensional noise vector. I assume e to be iid white noise. Hence LS and ML are equivalent. Assuming M=1 and X1=X=1 (i.e., y = c + e) it is trivial to show: Var{c} = 1/N Var{e} Meaning...

## What happens to the autocorrelation when the underlying signal is squared/cubed?

inHi, Suppose I have the autocorrelation function which results from Gaussian white noise passing through a 1st order LTI system,...

Hi, Suppose I have the autocorrelation function which results from Gaussian white noise passing through a 1st order LTI system, analytically: Ryy(tau) = 1/RC sigma^2/2 exp(-|tau|/RC) How does Rzz(tau) look when z=y^3 ? Peter PS: In the absense of the LTI system, trivially Rzz=delta(0) * 15*sigma^6/2 ... from E((x^3)^2)=E(x^6)=15*sigma^6

## Averaging of phase noise?

inHi all, My most basic question can be summarized as: "Can phase noise be averaged out?" And subsequentially, is there a difference if the...

Hi all, My most basic question can be summarized as: "Can phase noise be averaged out?" And subsequentially, is there a difference if the input signal is a sinusoid or wideband? What happens after averaging infinitely many times? My first reaction is: No, it can't (at least not in a similar manner as white noise where SNR is increased by 10dB for every additional 10x of averaging) becau...

## RLS estimation of a real system

Recursive least-squares (RLS). It's in all the books and countless times I have simulated white-noise or a square-wave going through a...

Recursive least-squares (RLS). It's in all the books and countless times I have simulated white-noise or a square-wave going through a discrete-time system and used RLS to get the parameters of the model. Works fine. Has anybody used it for real however ie not a simulation. I tried it with a large dc motor. I drove a white-noise generator into PWM and into the dc motor and did tests

## Variance of white noise

inI was reading Box and Jenkins Time series analysis and noticed that when they calculated power spectrum they had a factor 2 in the numerator -...

I was reading Box and Jenkins Time series analysis and noticed that when they calculated power spectrum they had a factor 2 in the numerator - see http://www.ru.ac.bd/stat/wp-content/uploads/sites/25/2019/03/504_05_Box_Time-Series-Analysis-Forecasting-and-Control-2015.pdf equation (3.1.12). I couldn't figure out where the 2 is coming from but then I wondered if they define noise a