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Article #314Sampled White Gaussian Noise
From: dsimon
Date: Fri, 02 Oct 1992 17:06
Date: Fri, 02 Oct 1992 17:06
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753 bytes
The variance of sampled noise increases with the sampling frequency! Mathematically it is not so difficult to understand, but I can't understand it intuitively. Why would the variance change with the sampling frequency? Consider a gaussian white noise process with 2-sided PSD N/2. Then if we take samples of the noise with sampling frequency f, the variance of each sample is Nf/2. Can anyone expain this intuitively? --------- Dan Simon
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Path: arc1-ca.pugleaf.net!sparky!uunet!news.claremont.edu!nntp-server.caltech.edu!elroy.jpl.nasa.gov!usc!venice!atlas!dsimon From: dsimon@atlas.nafb.trw.com Newsgroups: sci.engr,sci.math Subject: Sampled White Gaussian Noise Message-ID: <1379.2acc1109@atlas.nafb.trw.com> Date: 2 Oct 92 09:06:16 PST Lines: 11