WhiteNoiseProcess

WhiteNoiseProcess[]

represents a Gaussian white noise process with mean 0 and standard deviation 1.

WhiteNoiseProcess[σ]

represents a Gaussian white noise process with mean 0 and standard deviation σ.

WhiteNoiseProcess[dist]

represents a white noise process based on the distribution dist.

Details

Examples

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Basic Examples  (1)

Define a Gaussian white noise process:

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Simulate the process:

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Mean and variance functions:

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Covariance function:

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Scope  (2)

Applications  (2)

Properties & Relations  (6)

Possible Issues  (1)

Neat Examples  (1)

See Also

NormalDistribution  WienerProcess  MAProcess

Introduced in 2014
(10.0)