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如何使用自相关来推断噪声是否为白色?
我已经生成了均匀噪声和高斯噪声,如下所示,所以我的问题是:通过使用自相关,如何推断该噪声是白噪声还是非白噪声?我应该为此做快速傅立叶变换吗? [URL="https://i.stack.imgur.com/MXFSd.jpg"][IMG]https://i.stack.imgur.com/MXFSd.jpg[/IMG][/URL]
%======================================= % Generate Random Signals %======================================= % Define the distribution that you'd like to get mu = 2.5; % Median sigma = 2.0; % Variance % You can any size matrix of values sz = [10000 1]; % size of samples %----------------------------------------- % Generating Gaussian Noise Gaussian_Noise = (randn(sz) * sigma) + mu; %--------------------------------- % | mean(value) | std(value) | % | 2.4696 | 1.9939 | % ------------------------------- %~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ % Generating uniform Distributed Noise UniForm_Noise = (rand(sz) * sigma) + mu; %---------------------------------------- % Plotting The Gaussian Noise figure('Name','Noise with Histograms','NumberTitle','off'); subplot(231); plot(Gaussian_Noise) title('Gaussian Noise') subplot(232); histogram(Gaussian_Noise,64); % 64 is number of bins title('Gaussian Histogram') %---------------------------------------------------- subplot(233); autocorr(Gaussian_Noise,'NumLags',1000); % corr1 = autocorr(Gaussian_Noise); % F1 = fft2(corr1); % FSh1 = fftshift(F1); % imshow(abs(FSh1)) title('Gaussian Noise Auto Correlation') %---------------------------------------------------- subplot(234); plot(UniForm_Noise) title('UniForm Noise') subplot(235); histogram(UniForm_Noise,64); % 64 is number of bins title('UniForm Noise Histogram') %---------------------------------------------------- subplot(236); autocorr(UniForm_Noise,'NumLags',1000) title('UniForm Noise Auto Correlation') %--------------------------------------- [url=https://stackoverflow.com/q/59101350]更多&回答...[/url] |
所有时间均为北京时间。现在的时间是 23:42。 |
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