高斯噪声与与白噪声.pptVIP

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 、高斯噪声(依噪声幅度分布特性判定) Gaussian Noise: Judged according to the magnitude distribution feature 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z=∑x的分布 律在N→∞的极限情况下趋于高斯分布律。 The central limit theorem(Liapunov Theorem) The distribution of the sum z-2x of a great number n of statistic independent random variables, with limit mathematical expectations and variances will approach to the Gaussian distribution under the condition of that A→∞ 3、高斯分布律: The Gaussian Distribution Law (1)一维概率密度函数:The1- D probability density function 是由均值m和均方差a2唯一确定的函数。 The 1-D PDF is uniquely determined by mean value m variance  1概率密度: The probability density function x一2 (1.2.63) 2分布函数: The distribution function (1.2.64) F(x)= P(Xx)- 2-∞ 3当m=0时, when the m is zero, the PDF is PCA) (1.2.65) 4高斯变量X的n阶中心矩与n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) 2丌-∞  原点矩: The origin moment 2x0-∞ O N为奇数 (1.2.66-2) N为偶数 (2)高斯分布的N维联合概率密度 The N-D joint probability density function of the Gaussian Distribution ∑∑M4(x,-≤x)(x-≤x)(1267) (2x)2M where M is the matrix of the joint2 order center moment(联合二阶中心矩) of the Rv, 1 is its determinant(行列式, M is the surplus factor(余因子) of the element lik  4k=kx=(x2-x2)(xkxk) (1.2.68) when the x, s are incorrelate each other, we have a-o and Ml-0 for it k. In this case, Eq (1.2.67)will change into following form exp (2丌)21Io P(x1)p(x2)….D(x) (1.2.69) Phys. Meaning: The N Gaussian variables will be statistical each other, if they are uncorrelated each other 物理含义:如果N个高斯随机变量之间是互不相关的,则它们 之间也是统计独立的。  4、