The noise tag has no wiki summary.
0
votes
0answers
8 views
create stationary time series
i am interested if it is possible in matlab to create stationary time series difference from white noise?i know how to create white noise in matlab,like this
...
1
vote
1answer
25 views
Extracting independent sources from available signals.
I have four signals in time domain, in the format of 4 vectors (a,b,c,d). I know there are 3 sources contributing these signals.
One is a source that is shared between all four signals.
One is a ...
0
votes
1answer
132 views
special matrix in terms of its covariance matrix
How can we find a matrix $S\in \mathcal{M}_{n,n}$ and $Z\in \mathcal{M}_{n,m}$ whose $n$ entries of the $i^{th}$ column $Z_i$ are correlated $Z_i \sim \mathcal{N}(0,S)$ where $S \in \mathcal{M}_{n,n}$ ...
0
votes
0answers
13 views
What are the most Common Image denoising Algorithms?
I Read a article that states that the Gaussian Smoothing (Old) and Wavelet Method (new) are the 2 most used methods. Are there any other Filtering methods ?
0
votes
2answers
34 views
Correlation bound
Let x and y be two random variables such that:
Corr(x,y) = b, where Corr(x,y) represents correlation between x and y, b is a scalar number in range of [-1, 1]. Let y' be an estimation of y. An ...
0
votes
1answer
35 views
what is the covariance matrix for deterministic signal+normal noise
Say that we have a signal that is written as follow $y=y_0+r$ where $y$ and $y_0$ are n-dimensional vectors and $r$ is n-dimensional noise vector.
I would like to have $r\sim \mathcal{N}(0,\Sigma)$ ...
0
votes
1answer
31 views
Numerically solve SDE
I am not really into solving stochastic differential equations, but I was trying to numerically solve an OED given by:
$\frac{dy}{dt} = f(t,y,p) + N(0,\sigma^2)$
where normal noise with 0 mean and ...
0
votes
1answer
29 views
Filtering out noise from an approximate normal distribution
I'm dealing with sets of data that have distributions somewhat like this:
...
3
votes
1answer
77 views
Is this Perlin Noise?
http://freespace.virgin.net/hugo.elias/models/m_perlin.htm
This method involves getting a random dataset, sampling it at various resolutions, and adding together the result. I've heard it claimed ...
2
votes
1answer
134 views
Problem with combination of discrete and continuous random variables
I'm pretty new to probability and a question is giving me some troubles.
A binary information source produces $0$ and $1$ with equal probability. The output of the source, denoted as $X$, is ...
0
votes
1answer
76 views
Unexplainable noise graph function.
I'm sorry for the ambiguity here but I've recently discovered a function which plots, what seems to be either a fractal or simply noise in a selected area. Can anyone explain this function:
...
1
vote
0answers
30 views
What is a good way to deal with finite trains from random variables?
EDIT:
Disregard this question if it is formulated too confusing.
This link provides you with the updated version of the same question
What is the most powerful test for process discrimination based ...
1
vote
0answers
86 views
Maximizing noisy unknown function
I'm interested in maximizing a function $f(\mathbf \theta)$, where $\theta \in \mathbb R^p$.
The problem is that I don't know the analytic form of the function, or of its derivatives. The only thing ...
3
votes
0answers
41 views
relation between solution of a linear program and its perturbation
I have a linear program over a finite set of points $(x_1, x_2,\ldots, x_m)\in\mathbb{R}^n$:
$$
\max_j c' x_j
$$
Suppose the solution of this LP is obtained at a point $x_{j_1}$, which is a vertex ...
5
votes
2answers
425 views
Why is gradient noise better quality than value noise?
I have been reading about the mathematics behind Perlin noise, a gradient noise function often used in computer graphics, from Ken Perlin's presentation and Matt Zucker's FAQ.
I understand that each ...
9
votes
1answer
508 views
What is meant by a continuous-time white noise process?
What is meant by a continuous-time white noise process?
In a discussion following a question a few months ago, I stated that as an engineer, I am used to thinking
of a continuous-time ...
1
vote
0answers
81 views
Recover complex number from several noised components.
I know these 12 values, which are derivative from the same unknown complex variable z:
...
0
votes
1answer
109 views
Trigonometric function of a random variable
Given the random variable $\nu(t)$ and given the function $$y(t)=sin \left(\pi\nu(t) \right)^2$$
how can I find the distribution of the $y(t)$ knowing that $\nu(t)$ is a gaussian white noise?
Thanks
1
vote
1answer
407 views
How to generate noise signal?
What is the simplest formula of some noise signal?
$A(t)=...$
where t is time.
What is the name of a noise, which power spectral density is gaussian?
EDIT 1
Actually I need a function which can ...
1
vote
1answer
42 views
Bound on the probability that a majority value changes
I have the following problem.
I have a vector of size $N$ in $\mathbb{F}_2$ containing exactly $m$ zeros and $n$ ones with $m>n$.
Then, a random noise is applied on each bit independently such ...
3
votes
4answers
92 views
How much noise will the average of N noisy signals have?
(Inspired by this question on the photography site)
Say you have N copies of the same signal, each with a layer of noise on top. You average these copies together in an attempt to reduce the effect ...
2
votes
1answer
225 views
Is Perlin Noise a “fractal”?
I have an old Spanish CG book that calls Perlin Noise a "fractal structure". After reading this I couldn't deny it or confirm it. Is it a fractal structure? What would it Hausdorff dimension be?
1
vote
1answer
160 views
characterizing noise PDF
I'm working to understand some noise on some of our analog-to-digital converter signals. I've analyzed a log of 2^18 samples in MATLAB, and can make the following observations:
the noise consists of ...
