White Noise

**Definition: **
To say that
is a *white noise* means merely that
successive samples are *uncorrelated*:

where denotes the

In other words, the autocorrelation function of white noise is an impulse at lag 0. Since the power spectral density is the Fourier transform of the autocorrelation function, the PSD of white noise is a constant. Therefore, all frequency components are equally present--hence the name ``white'' in analogy with white light (which consists of all colors in equal amounts).

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