Plotting White Noise Distribution in Mathematica

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Discussion Overview

The discussion centers on how to plot white noise distributions in Mathematica, specifically focusing on generating a normal distribution with a constant power spectral density and Gaussian spread of values. Participants explore methods for combining noise with deterministic signals in the time domain.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Exploratory

Main Points Raised

  • One participant seeks guidance on plotting white noise in Mathematica, aiming for a normal distribution with specific characteristics.
  • Another participant suggests generating a white noise time series using random draws from a standard normal distribution and provides a code snippet for plotting.
  • A different participant clarifies that the provided plot does not meet their needs, as it stretches the signal over a fixed number of data points.
  • One participant proposes a method to model a stochastic process with a deterministic signal by combining random noise with a sinusoidal signal, including a code example.
  • A later reply questions whether the defined method produces true white noise, considering the correlation of noise values at each sample point.

Areas of Agreement / Disagreement

Participants express differing views on the characteristics of the noise generated and whether it qualifies as white noise, indicating that the discussion remains unresolved regarding the definition and implications of correlation in this context.

Contextual Notes

Participants have not reached a consensus on the definition of white noise in relation to the methods discussed, particularly concerning the correlation of noise values at each sample point.

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Does anyone know how to plot noise in mathematica? I want to plot a normal distribution which is white noise in the time domain. This is because I want a constant power spectral density but Gaussian spread of values. Anyway I can plot a list of normal distributed numbers but want to know how to plot them on a graph with white noise distribution.
 
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For a white noise time series based on draws from the standard normal distribution, you might choose to do something like the following.

Code:
w = RandomReal[NormalDistribution[0,1], 500];
ListLinePlot[w]

Is this what you're after?
 
Not quite, that plot goes from 0 to 500. I want to inject a signal into the noise, and at the moment I'm having to stretch the signal to a width of 500 (or however many data points I choose).
 
The usual tactic one adopts to model a stochastic process containing a deterministic signal is to, well, model a stochastic process containing a deterministic signal. For instance, suppose that you have experimental data that looks like a sinusoidal signal blurred with white noise. You can model such a thing in Mathematica by defining the deterministic and stochastic parts of the signal separately and then adding them.

Code:
sample_length = 1000;
w = RandomReal[NormalDistribution[0, 1], sample_length];
s = Table[2*Cos[t/50] + 0.6 \[Pi], {t, 1, sample_length}];
ListLinePlot[w + s]

http://img697.imageshack.us/img697/3527/signals.png

You can of course adapt this idea to whatever you're looking at simply by changing the number of steps in the stochastic process you're generating.
 
Last edited by a moderator:
With this method you define 1000 random numbers and insert them at unit intervals for the noise. Does this mean the noise is white noise since the numbers are uncorrellated at each point in time? Or does the fact that the noise is there at every sample point count as a correlation?
 

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