White noise is a random signal or process with a flat power spectral density. In other words, the signal contains equal power within a fixed bandwidth at any center frequency. White noise draws its name from white light in which the power spectral density of the light is distributed over the visible band in such a way that the eye's three color receptors (cones) are approximately equally stimulated.
In statistical sense, a time series rt is characterized as having weak white noise if {rt} is a sequence of serially uncorrelated random variables with zero mean and finite variance. Strong white noise also has the quality of being independent and identically distributed, which implies no autocorrelation. In particular, if rt is normally distributed with mean zero and standard deviation σ, the series is called a Gaussian white noise.
An infinite-bandwidth white noise signal is a purely theoretical construction. The bandwidth of white noise is limited in practice by the mechanism of noise generation, by the transmission medium and by finite observation capabilities. A random signal is considered "white noise" if it is observed to have a flat spectrum over a medium's widest possible bandwidth.
Read more about White Noise: White Noise in A Spatial Context, Statistical Properties, Applications, Random Vector Transformations, Random Signal Transformations, Generation
Famous quotes containing the words white and/or noise:
“When the white man governs himself that is self-government; but when he governs himself, and also governs another man, that is more than self-government—that is despotism.”
—Abraham Lincoln (1809–1865)
“I throw myself down in my chamber, and I call in, and invite God, and his Angels thither, and when they are there, I neglect God and his Angels, for the noise of a fly, for the rattling of a coach, for the whining of a door.”
—John Donne (c. 1572–1631)