Canadian Journal of StatisticsAnderson, O. D. (1990). Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process, Canad. J. Statist., 18, 271-284.Anderson, O.D., 1990. Moments of the sampled autocovariance and autocorrelations for a Gaussian white-noise ...
This compound backscattered field is then imaged by a SAR, resulting in a non-Gaussian speckle pattern which appears as the pronounced azimuth streaks. A general and simple expression is derived for the autocorrelation function (ACF) of the speckle intensity in terms of the statistical properties ...
As light waves are transverse electromagnetic waves, by analogy with the designations for modes in microwave cavities, the full designation for a laser cavity mode is TEMmnq, although by convention the q is often supperessed, the lowest-order transverse mode (a single spot of Gaussian intensity...
An autocorrelation function refers to the function x(t) correlated with itself and it is used to detect a weak repetitive signal which may be buried in a truly random noise. From: CIRP Journal of Manufacturing Science and Technology, 2015 ...
and this is not consistent with the theoretical analysis.The origin of such influence is studied in this paper,and the analytic expressions of means and variances of those undesired items(which are produced by stationary noise),as well as the simplified forms for Gaussian white noise are derived...
Create a noisy data set consisting of a 1st-order polynomial (straight line) in additive white Gaussian noise. The additive noise is a sequence of uncorrelated random variables following aN(0,1) distribution. This means that all the random variables have mean zero and unit variance. Set the ...
visualization python data-science machine-learning statistics time-series exploratory-data-analysis nonlinear eda data-visualization gaussian noise data-analysis scatter-plot plotting autocorrelation data-exploration time-series-analysis correlation-coefficient Updated Apr 13, 2023 Python byk...
Assuming the spot prices follow a Gaussian white noise series, an approximate 95.4% confidence interval on the ACF is (-0.0532, 0.0532). Compare the ACF for Normalized and Unnormalized Series Copy CodeCopy Command Although various estimates of the sample autocorrelation function exist,autocorruses th...
We used two separate Gaussian filters, with 6 Hz and 1.25 Hz center frequencies and 3 Hz and 0.75 Hz half widths, respectively, and filtered both before 1 bit normalization and after the application of spectral whitening. For the geophone ambient noise data, we used ~15 min data segments, ...
Moore (1982) commented that “for testing of fit to a special normal law, it is shown that when observations come from a quite general class of Gaussian stationary processes, positive correlation among the observations is confounded with lack of normality.” Gleser and Moore (1983) further menti...