(strict sense) stationarity of AR processes?

Started by comtech in comp.dsp14 years ago 1 reply

HI all, I have a question about the stationary of AR processes in the strict sense? Take AR(1), X_n=a*X_(n-1) + e_n, |a|

HI all, I have a question about the stationary of AR processes in the strict sense? Take AR(1), X_n=a*X_(n-1) + e_n, |a|


Finding impulse response using cyclical white noise

Started by Gerry in comp.dsp13 years ago 5 replies

In a project at Dartmouth College many years ago, my classmates & I measured lumped head-related-transfer-functions (HRTF) + room reverb. In the...

In a project at Dartmouth College many years ago, my classmates & I measured lumped head-related-transfer-functions (HRTF) + room reverb. In the process, we came up with a pretty neat way to measure impulse responses. I'm curious whether anyone else has used or read about this technique, and if so what it's usually called, as I haven't found any descriptions of quite the same approach. ...


How can I remove white noise from my signals?

Started by in comp.dsp14 years ago 3 replies

Dear Colleagues, I have a problem. I have velocity signals x(t) recorded with an acoustic Doppler velocimeter. These signals are contaminated...

Dear Colleagues, I have a problem. I have velocity signals x(t) recorded with an acoustic Doppler velocimeter. These signals are contaminated with a white noise n(t), so x(t) = d(t) + n(t), where d(t) is a true velocity signal. I can know the noise variance, noise power spectrum Gnn(f) and the true power spectrum as Gdd(f) = Gxx(f) ? Gnn(f). I am looking for a digital filter which remov...


Does perfect white noise really exist?

Started by Ben in comp.dsp13 years ago 33 replies

A simple question: Based on the classical definition of "White Noise" (a random process which has zero autocorrelation, and a purely flat...

A simple question: Based on the classical definition of "White Noise" (a random process which has zero autocorrelation, and a purely flat PSD from -INF to +INF), measurement of white noise to determine these properties (rxx, PSD, mean, variance, skewness and kurtosis) poses a paradox: When we measure "pure white noise", we ise a band-limited measuring device (such as a spectrum analyzer), ...


Confusion re. nature of output when "white noise" is filtered/down sampled.....

Started by Ben in comp.dsp13 years ago 3 replies

(I have picked up the thread from http://groups.google.com/group/comp.dsp/browse_frm/thread/5151c9a999783895?hl=en. You may reply to...

(I have picked up the thread from http://groups.google.com/group/comp.dsp/browse_frm/thread/5151c9a999783895?hl=en. You may reply to either) OK, here is a rephrase: We now know for sure that "pure white noise" is a hypothetical entity, used for mathematical simplicity rather than any practical use. By definition, such a source should have an infinite PSD and unit dirac autocorr (rxx...


Generation of Pink Noise using 3dB/octave filters on digital white noise

Started by bademiya in comp.dsp13 years ago 23 replies

Hi guys. I want to know how is it possible to generate digital white noise in a ADSP-BF561 board? I have tried searching for algorithms on...

Hi guys. I want to know how is it possible to generate digital white noise in a ADSP-BF561 board? I have tried searching for algorithms on digital white noise generation but i have been getting a lot of variations on the algorithms and the source codes. My intention is to generate digital white noise and use 3dB/octave filters to make the output into a digital pink noise. This output will th...


Extracting pulse height and width from noise

Started by John Devereux in comp.dsp13 years ago 18 replies

Hi, I have an application with random, nominally rectangular pulses in the presence of (white) noise. I want to extract the pulse heights...

Hi, I have an application with random, nominally rectangular pulses in the presence of (white) noise. I want to extract the pulse heights and widths. - pulse height, width and arrival time are "random" - I do not actually need the height and width of a *particular* pulse, I am more interested in the distribution of heights and the distribution of widths. I was wondering if th...


Generation of digital white noise in Blackfin Fixed Point Processors

Started by bademiya in comp.dsp13 years ago 7 replies

Hi. I am trying to generate digital white noise from a bunch of uniform random numbers. However, when i write my code as belows for random...

Hi. I am trying to generate digital white noise from a bunch of uniform random numbers. However, when i write my code as belows for random number generation between -1 and 1, it takes a long time to process the data. for(i = 0; i < 5000; i++){ data[i] = 2 * (((double)rand() / (double)RAND_MAX) - 0.5); } I understand its due to the fact that Blackfin processors are fixed-po


Question in Detection

Started by Randy Yates in comp.dsp13 years ago 22 replies

Hi, Suppose we have a signal y(t) that is composed of white noise of unknown variance n(t) and potentially a sinusoid of known power s(t) and...

Hi, Suppose we have a signal y(t) that is composed of white noise of unknown variance n(t) and potentially a sinusoid of known power s(t) and known frequency F, so that y(t) = s(t) + n(t). The object is to detect the presence (or not) of s(t). Is it better to simply filter the signal y(t) as narrowly as possible and then set a detection threshold, or would it be better to compa...


Thresholds for white/pink noise ...

Started by Anonymous in comp.dsp13 years ago

Hi, I took a signal processing module years ago but w/o useful labs :(. I am in the process to do some experimentations. Unfortunately, i...

Hi, I took a signal processing module years ago but w/o useful labs :(. I am in the process to do some experimentations. Unfortunately, i don't have the practical knowledge to take some decisions. In particular, i am interested to know from what a threshold value i should consider a signal being a white noise or pink noise. I have drawn the spectral distribution of a signal. despite bei...


8 bit white noise algorithm

Started by sonos in comp.dsp11 years ago 28 replies

Hi, any suggestions for an 8 bit white noise algorithm?

Hi, any suggestions for an 8 bit white noise algorithm?


Random numbers with exacty zero autocorrelation

Started by jeroen_trip in comp.dsp13 years ago 16 replies

Hi all, I'm trying to simulate a small sample, say 15 numbers, of white noise. But due to chance, the autocorrelation is not exactly 0. Of...

Hi all, I'm trying to simulate a small sample, say 15 numbers, of white noise. But due to chance, the autocorrelation is not exactly 0. Of course the standard deviation is also not exacty 1 but I can fix that. Is there transformation to get rid of the unwanted autocorrelation?? Many thanks, Jeroen


Secondary path identification in Anti noise control..

Started by knaresh.eee in comp.dsp13 years ago 4 replies

hello.. i am working on ANC. here I need to identify the secondary path, directly i can say that it is a system identification..For this i need...

hello.. i am working on ANC. here I need to identify the secondary path, directly i can say that it is a system identification..For this i need to generate white noise in C program.And generated signal is given to loud speaker and output is collected from microphone..this input and out put data must be used to train my system( system model is FIR)... here my first problem is i am not able to ...


Energy

Started by naebad in comp.dsp13 years ago 34 replies

Where does the energy (or Power) get dissipated in a digital filter? For example, consider a simple analogue R-C low-pass filter driven...

Where does the energy (or Power) get dissipated in a digital filter? For example, consider a simple analogue R-C low-pass filter driven by band-limited white noise. The output power spectrum is given by Pout = |W(jw)|^2 * input noise power. Power is dissipated in the resistor. So for the digital equivalent wheree does the power go? Naebad


Effect of Additive White Gaussian Noise (AWGN) on the Transmitted Data

Started by THE_KILLER in comp.dsp13 years ago 1 reply

Hello i need to investigate the effect of additive white noise on the transmitted data using based-band simulation under different value...

Hello i need to investigate the effect of additive white noise on the transmitted data using based-band simulation under different value of signal-to-noise (SNR) ratio. here are the 2 programs Both files allow you to calculate the bite error rate (BER) depending on: i. the noise amplitude Pn & ii. the signal amplitude Ps i;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; cl...


FFT White Noise Spectrum

Started by Anonymous in comp.dsp13 years ago 5 replies

Hi, I have a simple question regarding the relationship between the RMS voltage and frequency spectrum of Gaussian distributed white noise....

Hi, I have a simple question regarding the relationship between the RMS voltage and frequency spectrum of Gaussian distributed white noise. I would like to be able to relate the RMS value of the time domain signal to the magnitude I see on the spectrum analyzer. As I understand it, for white noise, the energy in the signal will be smeared over the pass band of the spectrum analyzer. There ...


HELP!!!!!! effect of additive white noise

Started by THE_KILLER in comp.dsp13 years ago 1 reply

Hello i need to investigate the effect of additive white noise on the transmitted data using based-band simulation under different value...

Hello i need to investigate the effect of additive white noise on the transmitted data using based-band simulation under different value of signal-to-noise (SNR) ratio. here are the 2 programs Both files allow you to calculate the bite error rate (BER) depending on: i=2E the noise amplitude Pn & ii. the signal amplitude Ps i;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;...


Prediction

Started by sorenbirk in comp.dsp13 years ago 10 replies

I need to predict the future value of a signal. I dont know anything about the signal other than it looks like bandpass filtered white noise. I...

I need to predict the future value of a signal. I dont know anything about the signal other than it looks like bandpass filtered white noise. I need to predict the value say 10 samples ahead (I guess this is called a ten-step predictor???). Does anyone has a good suggestion on how to do this? Linear prediction? Adaptive filtering or system identification techniques?


spherical isotropic noise?

Started by Anonymous in comp.dsp13 years ago 14 replies

Dear all, Just read a paper and I am not sure what 'spherical isotroic noise' is? How can I simulate it in array processing? Should I treat it...

Dear all, Just read a paper and I am not sure what 'spherical isotroic noise' is? How can I simulate it in array processing? Should I treat it as a white noise in the near field of an array? Thanks, L. N.


Noise and covariance matrix...

Started by kl31n in comp.dsp13 years ago 4 replies

I'm wondering how to calculate the covariance matrix for a noise vector made like this c = w1 + cos(a) * w2 + sin(a) * w2 where c,w1,w2 are...

I'm wondering how to calculate the covariance matrix for a noise vector made like this c = w1 + cos(a) * w2 + sin(a) * w2 where c,w1,w2 are a Nx1 vectors, x is a scalar and w1, w2 are vectors representing additive gaussian white noise and they are uncorrelated between them. The covariance matrices of w1 and of w2 are known and are the same, but I cannot see how it all would mix. No assum...