高斯噪声与白噪声.ppt

* 2.3 高斯噪声和白噪声 Gaussian Noise White Noise 引言: 噪声分析的两类方法：The two kinds of methods for noise analysis 随机噪声：服从统计规律，用随机函数描述 Random noises: obey statistical law, described with random functions 单（多）脉冲噪声：瞬态分析法 Single (multiplex) pulse noises: instantaneous analysis 一、高斯噪声（依噪声幅度分布特性判定） Gaussian Noise: Judged according to the magnitude distribution feature 1、定义：幅度起伏遵从高斯分布的噪声 Def. : The noises, whose magnitude obeys Gaussian Distribution are defined as the Gaussian Noises. 2、中心极限定理（李雅普诺夫定理）：大量N个统计独立的、 具有有限的数学期望和方差的随机变量之和 的分布 律在 的极限情况下趋于高斯分布律。 The central limit theorem (Liapunov Theorem): The distribution of the sum of a great number N of statistical independent random variables, with limit mathematical expectations and variances will approach to the Gaussian distribution under the condition of that . 3、高斯分布律：The Gaussian Distribution Law （1）一维概率密度函数: The 1-D probability density function 是由均值 和均方差 唯一确定的函数。 The 1-D PDF is uniquely determined by mean value variance . 1 概率密度：The probability density function (1.2.63) 2 分布函数: The distribution function (1.2.64) 3 当 时, when the m is zero, the PDF is (1.2.65) 4 高斯变量X的 阶中心矩与 阶原点矩 The n-order center moment n-order origin moment of Gaussian variables 中心矩: The center moment: (1.2.66-1) 原点矩: The origin moment: (1.2.66-2) （2）高斯分布的N维联合概率密度 The N-D joint probability