[LAD] Quick question on theory

micu micuintus at gmx.de
Wed Aug 20 21:42:29 UTC 2008


> The delta-peak contains all frequencies phase-aligned while white noise
> contains all frequencies with random phase, right?

Nope, I don't think so. You can't even compare it. A dirac impulse is a signal 
with a bounded energy (which is 1), whereas "white noise" refers to a 
*stochastic process* that creates signals of unbounded energy. So "white 
noise" refers to the *characteristics* of a random signal, "delta-peak" to a 
specific signal. 

The autocorrelation function of white noise is a dirac impulse and therefore 
with Wiener–Khinchin its power spectrum density (fourier transform of the 
autocorrelation function) is equal for all frequencies. Since the 
autocorrelation function is always symmetric, its fourier transform is a 
*real* function and actually the psd does not even know about phases.
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