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In signal processing, white noise is a random signal with a constant power spectral density. The term is used, with this or similar meanings, in many scientific and technical disciplines, including physics, acoustic engineering, telecommunications, statistical forecasting, and many more. White noise refers to a statistical model for signals and signal sources, rather than to any specific signal. 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 the same probability distribution (in other words i.i.d is a simplest representative of the white noise). In particular, if each sample has a normal distribution with zero mean, the signal is said to be Gaussian 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, a random signal is considered "white noise" if it is observed to have a flat spectrum over the range of frequencies that is relevant to the context. For an audio signal, for example, the relevant range is the band of audible sound frequencies, between 20 to 20,000 Hz. Such a signal is heard as a hissing sound, resembling the /sh/ sound in "ash". In music and acoustics, the term "white noise" may be used for any signal that has a similar hissing sound. White noise draws its name from white light, although light that appears white generally does not have a flat spectral power density over the visible band. 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. It is sometimes used in non technical contexts, in the metaphoric sense of "random talk without meaningful contents".〔 Claire Shipman (2005), ''Good Morning America'': "The political rhetoric on Social Security is white noise.'' Said on ABC's ''Good Morning America'' TV show, January 11, 2005.〕〔 Don DeLillo (1985), ''White Noise'' 〕 ==Statistical properties== 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.e., noise with a Gaussian amplitude distribution — see normal distribution) necessarily refers to white noise, yet neither property implies the other. 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.e., independently) over time or among frequencies. We can therefore find Gaussian white noise, but also Poisson, Cauchy, etc. white noises. 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: AWGN. 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. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「white noise」の詳細全文を読む スポンサード リンク
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