White Noise

*White* noise may be defined as a sequence of *uncorrelated*
random values, where correlation is defined in Appendix C and
discussed further below. Perceptually, white noise is a wideband
``hiss'' in which all frequencies are equally likely. In Matlab or
Octave, band-limited white noise can be generated using the
`rand` or
`randn` functions:

y = randn(1,100); % 100 samples of Gaussian white noise % with zero mean and unit variance x = rand(1,100); % 100 white noise samples, % uniform between 0 and 1. xn = 2*(x-0.5); % Make it uniform between -1 and +1True white noise is obtained in the limit as the sampling rate goes to infinity and as time goes to plus and minus infinity. In other words, we never work with true white noise, but rather a finite time-segment from a white noise which has been band-limited to less than half the sampling rate and sampled.

In making white noise, it doesn't matter how the amplitude values are
distributed probabilistically (although that amplitude-distribution
must be the *same* for each sample--otherwise the noise sequence
would not be *stationary*, *i.e.*, its statistics would be
*time-varying*, which we exclude here). In other words, the
relative probability of different amplitudes at any single sample
instant does not affect whiteness, provided there is *some*
zero-mean distribution of amplitude. It only matters that successive
samples of the sequence are *uncorrelated*. Further discussion
regarding white noise appears in §C.3.

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