3. Noise models
The main advantage of spectral densities is that they are not theoretically random functions. What's more, they can generally be modeled by simple functions. The best-known example is white noise.
Consider a random variable b(t), whose results at different times are totally uncorrelated: even assuming perfect knowledge of this random variable from – ∞ to time t, no information can be deduced about the value of b(t + dt). Such a process is therefore necessarily stationary
You do not have access to this resource.
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed?
Log in!
Ongoing reading
Noise models