What is the Mean Square of a Signal and Why is its Time Average Zero?

In summary, we discussed the concept of mean square and its importance in understanding noise voltage. We also learned about the time average of noise voltage and why it must be zero due to the nature of noise as signal fluctuations around a DC level. Additionally, we explored how mean square is used to calculate power and how it applies to different types of waveforms, including noise. Finally, we discussed why noise is often specified in V/rootHz and how it is related to the bandwidth of the signal. Overall, understanding mean square is crucial in analyzing and measuring noise in various systems.
  • #1
likephysics
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I was reading about noise and noise voltage/root hertz here -
http://www.stanford.edu/class/me220/data/lectures/lect02/Noise_writeup.pdf
What exactly is mean square. why do we need Mean square.

How do we know time average of noise voltage is zero?
 
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  • #2
Mean square is when you square the signal and *then* take the mean. Otherwise you get a mean value of zero for signals that spend equal amounts of time above and below zero. This is not useful because signals that have different power would have the same mean value.

A non-zero time average is a DC level shift. Noise is defined as signal fluctuations around the DC level so therefore it must have a mean value of zero.

Another more physical point of view is that if noise had a non-zero time average you could use this time-average as a battery --> perpetual motion machine

Another way of seeing the same thing is that since thermal noise is white (equal power per frequency bin) if the average value were non-zero and you integrated over all time you would have infinite power.

A more technical point of view is that because noise an ergodic process, it must have zero mean. This refers to the fact that looking, for example, at the voltage across a resistor over time is equivalent to looking at an ensemble of resistors at a single time point. The noise must be uncorrelated between the resistors, so it must be zero mean in time.
 
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  • #3
We are interested in squaring because power is V2/R or I2 R.
Another way of thinking would be the negative voltage would become positive after squaring.
 
  • #4
likephysics said:
I was reading about noise and noise voltage/root hertz here -
http://www.stanford.edu/class/me220/data/lectures/lect02/Noise_writeup.pdf
What exactly is mean square. why do we need Mean square.

How do we know time average of noise voltage is zero?

First, the time average of the noise voltage will be zero - if it were not, it would just contain a DC offset. Now, that could actually represent an error in measurement (say a bit of electrolytic action on a joint) but it isn't usually considered, or t least, it's addressed differently.

If you have a resistor, value R and the Voltage across it is V, then the Power dissipated is V2/R.
If the voltage is constantly changing (in this case, randomly), the power at each instant will be the instantaneous V2//R. So the average power will be the average (mean) of the instantaneous values of Power, which is Mean(V2/R). So the Equivalent DC voltage is the RMS voltage of the varying signal.
The RMS voltage is different for all different waveforms. For a sinusoidal waveform, the RMS voltage value happens to be the Peak volts/√2. If the waveform is a square wave (+Vand -V about zero), the RMS value is the same as the peak voltage V. For a noise signal, the RMS is the only way to describe its 'size' because its peak value can be 'anything' (massive noise spikes on rare occasions). People try to assess noise Voltage by looking on a 'scope but is isn't very reliable because what you see will depend on the way the scope is set up - even the brightness control and the triggering.
 
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  • #5
sophiecentaur, that's a really nice explanation. Thanks.
Does the same theory apply to other random phenomenon like vibration?

But one more question - why is noise spec'd in V/rootHz
Noise power depends on frequency?
 
  • #6
likephysics said:
sophiecentaur, that's a really nice explanation. Thanks.

Does the same theory apply to other random phenomenon like vibration?
But one more question - why is noise spec'd in V/rootHz

Noise power depends on frequency?
Any varying physical quantity involving Energy in some way will have the same equivalent calculations for noise (the random fluctuations).
The bandwidth thing follows for noise that has a flat spectrum. If you double the bandwidth of a (say) receiver, then twice as much noise power will be admitted. The noise voltage depends on the Root of the Power so it must be proportional to the Root of the Bandwidth. Hence the 'per root Hz'. Simples.
 
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  • #7
Old RF Engineer's saying -"The wider you open the window, the more s**t flies in".
 

1. What is the mean square of a signal?

The mean square of a signal, also known as the mean squared error or MSE, is a measure of the overall difference between the values of a signal and its predicted values. It is calculated by taking the average of the squared differences between each value and its corresponding predicted value.

2. How is the mean square of a signal calculated?

To calculate the mean square of a signal, the following steps are typically followed: 1) Calculate the predicted values of the signal using a model or algorithm. 2) Calculate the squared differences between each value and its corresponding predicted value. 3) Take the average of these squared differences to obtain the mean square of the signal.

3. What does a high mean square value indicate?

A high mean square value indicates that there is a large difference between the values of the signal and its predicted values. This could be due to errors in the model or algorithm used to predict the signal, or it could indicate that the signal itself is highly variable.

4. How is the mean square of a signal used in data analysis?

The mean square of a signal is commonly used in data analysis to evaluate the performance of a predictive model or algorithm. It can also be used to compare the performance of different models or algorithms. Additionally, it is used as a measure of accuracy and can help identify areas for improvement in the model or algorithm.

5. Can the mean square of a signal be negative?

No, the mean square of a signal cannot be negative. This is because it is calculated by squaring the differences between each value and its corresponding predicted value, which always results in a positive value. A negative value would indicate an error in the calculation or a conceptual error in the model or algorithm being used.

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