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sein
2005 Jun 03
0
noise poser spectral density
...I know there are some time series experts on this list, and I am hoping
one of you might help me with this problem. I am trying to understand the
relationship between No (noise power spectral density) and Gaussian white
noise sigma^2.
I want to check numerically the theoretical relationship (from Selin,1965)
No = sigma^2/(2*W) = sigma^2 * delta t, where
No is power spectral density
delta t is sampling interval in sec = 1/(2*W)
W is the bandwidth: the power spectral density (psd) is flat (equal to No)
for freqs between -W and W Hz
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