What is delta-correlated Gaussian noise?

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SUMMARY

Delta-correlated Gaussian noise is characterized by a flat power spectrum, indicating no correlation between noise values at different times. The correlation function for this type of noise is expressed as 2σ²δ(t), where σ² represents the variance. The factor of 2 in the correlation function remains unclear, but it is essential for understanding the statistical properties of this noise type.

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Apteronotus
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Hi

What is \delta-correlated Gaussian noise?

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

Thanks
 
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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 2\sigma^2\delta(t), \sigma^2\ is the variance. I am not sure where the 2 comes from.
 

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