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Work hard in silence,

let your success be
your noise.
Frank Ocean
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CONTENTS:

 Gaussian Processes and Their

Properties
White Processes
Thermal Noise
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 GAUSSIAN
PROCESSES
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Gaussian Processes [1]:
 Gaussian processes play an important role in
communication systems.
 The fundamental reason for their importance is that
thermal noise in electronic devices, which is
produced by the random movement of electrons due
to thermal agitation, can be closely modeled by a
Gaussian process.
 Moreover, Gaussian processes provide good models
for some information sources as well. 5
Gaussian Processes – Definition [1]:

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Example 5.3.1 [1]:

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Example 5.3.1 [1]:

𝑚=𝐸 X 3 =0

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Example 5.3.1 [1]:

2 2 2 2
𝜎 =E X−E X =E X − 𝐸(𝑋)
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Example 5.3.1 [1]:

2
𝜎 = 5000
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Example 5.3.1 [1]:
2
𝑚=0 𝜎 = 5000

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Jointly Gaussian Random Processes [1]:

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Jointly Gaussian Random Processes [1]:

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Recall – 1 st Property of J. Gaussian RVs [1]:

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J. Gaussian RP – Property 1 [1]:

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J. Gaussian RP – Property 2 [1]:

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Ex. 5.3.2 [1]:

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Ex. 5.3.2 [1]:

𝑚𝑌 = 0

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Ex. 5.3.2 [1]:
𝟐
𝝈𝒀 =
VAR[𝑌 3 ]
2 2
=𝐸 𝑌 3 − 𝐸 𝑌 3
=𝐸 𝑌 3 𝑌 3
= 𝑹𝒀 𝟎
∞

= න 𝑺𝒀 𝒇 𝒅𝒇
−∞
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Ex. 5.3.2 [1]:

𝑺𝒀 𝒇 = 𝑺𝑿 𝒇 𝑯(𝒇) 𝟐 (5.2.23)

𝐟 𝟐 𝟐
= 𝟓𝚷 [𝟒𝝅 𝒇 ]
𝟏𝟎𝟎𝟎

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Ex. 5.3.2 [1]:

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Ex. 5.3.2 [1]:

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WHITE PROCESSES

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White Processes [1]:
 The term white process is used to denote
processes in which all frequency component
appear with equal power, i.e., the power spectral
density is a constant for all frequencies.

 This parallels the notion of "white light," in

which all colors exist.
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White Processes [1]:

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White Processes [1]:

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White Processes [1]:

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Thermal Noise [3]:

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Thermal Noise [1]:

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Thermal Noise [1]:

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White Processes [1]:

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White Processes [1]:

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White Processes [1]:

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REFERENCES :
[1] FCS 2nd Ed. [Proakis-2014]

[2] [Lathi-2009] MDnACS

[3] https://www.st-andrews.ac.uk/~www_pa/Scots_Guide/iandm/part3/page1.html

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