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Calculate variance of noise

Started by cpshah99 July 2, 2008
HI All

I really need your help to understand this noise concept.

Can you please tell me how to calculate noise variance for bandpass
simulation?

And does oversampling affects noise variance calculation.

Your help will be greatly appreciated.

Thanks

Chintan
>Can you please tell me how to calculate noise variance for bandpass >simulation?
If you know the variance of the signal in the band, you can simply calculate the sample variance (sum of the squares of N data points divided by N-1) of the aggregate and subtract the known signal variance.
>And does oversampling affects noise variance calculation.
No. Mark
>>Can you please tell me how to calculate noise variance for bandpass >>simulation? >If you know the variance of the signal in the band, you can simply >calculate the sample variance (sum of the squares of N data points
divided
>by N-1) of the aggregate and subtract the known signal variance. > >>And does oversampling affects noise variance calculation. >No. > >Mark >
%%%% HI Thanks a lot Mark. Now my signal is band limited to 8 KHz, convolutionaly coded and QPSK modulation, fs=48KHz. My problem is to add white noise to this signal. Please check my steps: EbNO_dB=0:5; EbNO=10.^(EbNO-dB/10); M=4; % QPSK Es=1; % Average Symbol Energy Rc=1/2; % code rate sigma=sqrt(Es/(2*Rc*log2(M)*EbNO)); y=x+sigma*randn(size(x)); where x is bandlimted real signal. Please just tell me if this steps are correct. Thanks Chintan
On Jul 2, 11:25 am, "markt" <tak...@pericle.com> wrote:
> >Can you please tell me how to calculate noise variance for bandpass > >simulation? > > If you know the variance of the signal in the band, you can simply > calculate the sample variance (sum of the squares of N data points divided > by N-1) of the aggregate and subtract the known signal variance. > > >And does oversampling affects noise variance calculation. > > No. > > Mark
If the noise is colored, which happens when its oversampled, it certainly does affect the variance calculation.
>On Jul 2, 11:25 am, "markt" <tak...@pericle.com> wrote: >> >Can you please tell me how to calculate noise variance for bandpass >> >simulation? >> >> If you know the variance of the signal in the band, you can simply >> calculate the sample variance (sum of the squares of N data points
divided
>> by N-1) of the aggregate and subtract the known signal variance. >> >> >And does oversampling affects noise variance calculation. >> >> No. >> >> Mark > >If the noise is colored, which happens when its oversampled, it >certainly does affect the variance calculation. >
Hi So can you please give some sort of formula to calculate sigma.? I have tried almost all the books but I am not getting anything. THanks for your reply. Chintan
On Jul 3, 4:40 am, "cpshah99" <cpsha...@rediffmail.com> wrote:
> >On Jul 2, 11:25 am, "markt" <tak...@pericle.com> wrote: > >> >Can you please tell me how to calculate noise variance for bandpass > >> >simulation? > > >> If you know the variance of the signal in the band, you can simply > >> calculate the sample variance (sum of the squares of N data points > divided > >> by N-1) of the aggregate and subtract the known signal variance. > > >> >And does oversampling affects noise variance calculation. > > >> No. > > >> Mark > > >If the noise is colored, which happens when its oversampled, it > >certainly does affect the variance calculation. > > Hi > > So can you please give some sort of formula to calculate sigma.? > > I have tried almost all the books but I am not getting anything. > > THanks for your reply. > > Chintan
When you oversample, you don't increase the number of "Degrees of Freedom". Essentially oversampled white noise is not white. I have a book on SONAR by Neilson that I don't have handy so I'm going off memory. You can do some experiments in Matlab to check it out. If you oversample by 2, and you have 2N samples, sum the squares, but divide by N, not 2N.
On Jul 4, 2:13 am, stanp <stan.p...@gmail.com> wrote:
> On Jul 3, 4:40 am, "cpshah99" <cpsha...@rediffmail.com> wrote: > > > > > >On Jul 2, 11:25 am, "markt" <tak...@pericle.com> wrote: > > >> >Can you please tell me how to calculate noise variance for bandpass > > >> >simulation? > > > >> If you know the variance of the signal in the band, you can simply > > >> calculate the sample variance (sum of the squares of N data points > > divided > > >> by N-1) of the aggregate and subtract the known signal variance. > > > >> >And does oversampling affects noise variance calculation. > > > >> No. > > > >> Mark > > > >If the noise is colored, which happens when its oversampled, it > > >certainly does affect the variance calculation. > > > Hi > > > So can you please give some sort of formula to calculate sigma.? > > > I have tried almost all the books but I am not getting anything. > > > THanks for your reply. > > > Chintan > > When you oversample, you don't increase the number of "Degrees of > Freedom". Essentially oversampled white noise is not white. I have a > book on SONAR by Neilson that I don't have handy so I'm going off > memory. You can do some experiments in Matlab to check it out. If > you oversample by 2, and you have 2N samples, sum the squares, but > divide by N, not 2N.
Or you can calculate the variance recursively and you don't need N at all to worry about! var(k)=beta*var(k-1) + (1-beta)*u(k)*u(k) where u(k) is your noise signal and beta is just less than unity (say 0.99). K.