What is delta-correlated Gaussian noise?

  • Level: Graduate 
  • Thread starter Thread starter Apteronotus
  • Start date Start date
  • Tags Tags
    Gaussian Noise
Join the discussion
Registration is free. Start your own thread to ask a follow-up.
1 reply · 10K views
Apteronotus
Messages
201
Reaction score
0
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
 
Physics news on Phys.org
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.