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Delta-Correlated Gaussian Noise

  1. Aug 8, 2009 #1
    Hi

    What is [tex]\delta[/tex]-correlated Gaussian noise?

    secondly, how is it that its correlation function is given to be [tex]2\sigma^2\delta(t)[/tex]?

    Thanks
     
  2. jcsd
  3. Aug 8, 2009 #2

    mathman

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    Gold Member

    I am a little rusty on details. However, what you are asking about is noise with a flat power spectrum so that there is no correlation between the noises at different times.

    As for [tex]2\sigma^2\delta(t)[/tex], [tex]\sigma^2\ [/tex] is the variance. I am not sure where the 2 comes from.
     
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