White noise

About: White noise is a research topic. Over the lifetime, 16496 publications have been published within this topic receiving 318633 citations.

Digital noise generator

Abstract: A digital noise generator is provided for producing white noise during a period when a digital telephone speech signal is absent. The digital noise generator comprises a pseudo-random bit sequence generator (43), an amplitude control circuit (51) and a PCM code-word-generating shift register (52), wherein a pseudo-random bit sequence is generated by the pseudo-random bit sequence generator (43), an amplitude code-word is generated by the amplitude control circuit (51), and a pseudo-random noise signal is generated and outputted by the PCM code-word-generating shift register (52) having regard to the pseudo-random bit sequence and the amplitude code-word.

The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time

Abstract: It is shown that serial correlation can produce striking effects in distributions of change-point statistics. Failure to account for these effects is shown to invalidate change-point tests, either through increases in the type 1 error rates if low frequency spectral mass predominates in the spectrum of the noise process, or through diminution of the power of the tests when high frequency mass predominates. These effects are characterized by the expression {2i- f(O)/fJr, f(A) dA), where f( ) is the spectral density of the noise process; in sample survey work this is known as the design effect or "deff." Simple precise adjustments to change-point test statistics which account for serial correlation are provided. The same adjustment applies to all commonly used regression models. Residual processes are derived for both stationary time series satisfying a moment condition and for general linear regression models with stationary error structure. 1. Introduction. Stochastic models for time sequenced data are generally characterized by several unknown parameters. These parameters may change over time, and if the changes, when they occur, do so unannounced and at unknown time points, then the associated inferential problem is referred to as the change-point problem. Various important application areas of statistics involve change detection in a central way; two of these areas are quality assurance and environmental monitoring. Most of the statistics commonly applied to the change-point problem involve cumulative sums or partial sums of regression residuals. The distribution theory for these statistics has been computed under the assumption that the error process for the regression model is white noise. In this paper we consider linear regression of a random variable against general nonstochastic functions of time, but with error variables that form a serially correlated time series. We then examine the large sample properties of the stochastic processes defined by the partial sums of the regression residuals. Large sample distribution theory for fixed sample size statistics used to detect changes in regression parameters is usually derived by computing the distributions of various functionals on

On the use of multicarrier direct sequence spread spectrum systems

Abstract: The authors propose a multicarrier direct sequence spread spectrum system. By using this system, it is possible to get not only robustness against multipath fading, but to also achieve narrowband interference suppression; these advantages are obtained without the use of either an explicit RAKE structure or an interference suppression filter. The authors evaluate the performance of this system over both a frequency selective Rayleigh fading channel, and an additive white Gaussian noise channel in the presence of single tone interference. >

Resonant activation in piecewise linear asymmetric potentials.

Abstract: This work analyzes numerically the role played by the asymmetry of a piecewise linear potential, in the presence of both a Gaussian white noise and a dichotomous noise, on the resonant activation phenomenon. The features of the asymmetry of the potential barrier arise by investigating the stochastic transitions far behind the potential maximum, from the initial well to the bottom of the adjacent potential well. Because of the asymmetry of the potential profile together with the random external force uniform in space, we find, for the different asymmetries: (1) an inversion of the curves of the mean first passage time in the resonant region of the correlation time τ of the dichotomous noise, for low thermal noise intensities; (2) a maximum of the mean velocity of the Brownian particle as a function of τ; and (3) an inversion of the curves of the mean velocity and a very weak current reversal in the miniratchet system obtained with the asymmetrical potential profiles investigated. An inversion of the mean first passage time curves is also observed by varying the amplitude of the dichotomous noise, behavior confirmed by recent experiments.