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Wiley signals and systems e book TLFe BO 445

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430 17, Describing Random Signals From the representation of white noise in r,hc time-domain 17.79 and in the frequency-domain 17.78, we see that, a white iioise s i g a d niust have inf

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430 17, Describing Random Signals

From the representation of white noise in r,hc time-domain (17.79) and in the frequency-domain (17.78), we see that, a white iioise s i g a d niust have infinite p0WeT:

(1 7.80)

63 White noisc is tlierefore a11 idealisation that ca,nixo,ot actually be realised I)e- spite this it has extrenidy simple forins of power dciisity spcctrum arid auto- rorrdation function that, are very iisctiil, and the ideaJstlisatiomi can be justified if the white noise signal is high- or low-pass filtered, and the highest frequency com- ponents suppressed Thib lends t o a rcfincd nzodci for raridam processes: band- limited whitre noise with zt r e ~ t ~ n ~ ~ ~ a r power density spectrum

and finite power

u m n x

pnn (0) =: No - 4

73-

It, characterises noise processes whose p0~7er is evcrrly

limit* w ~ ~ * ~ ~ Figure 17.11 stiows the power density

correIation function

(17.81)

(17.83) distributed below a band sItectrxm and the auto-

Figure 17.11: Band-limited white noiw in the frrqwncy-clomain and time-domain

The concepts discussed so fw for corittinuous rarzdom signals can c~tstsily be extmdod

to random seqnences, A s most of the r ~ ? ~ s o n i ~ ~ and ~ ~ ~ ~ i v a ~ , i 0 n is very similar,

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