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I've got a problem where a recording signal is a signal + gaussian white noise (quite classic). I derive this signal and while I know the theoretical result of the derivative of the noiseless signal, but I can't figure out what happens to the noise after the operation.

So, basically, what happens to gaussian white noise if you derive it (in continuous time)? Will the result be statically gaussian? something else? What will be the variance and mean?

The goal of the problem is to perform detection of events in white noise, and the derivative is used to increase the SNR of the event.

Thanks for any help,

Jonathan

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# Derivative of white noise

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