hunter555persia
Member level 2
Hi, from the theory of stochastic processes we know that for WSS zero mean processes, variance would be the autocorrelation function at zero i.e. Rx(0).
But consider the white noise process: Rx(τ) = δ(τ)No/2 and Rx(0)=∞. But we always consider No/2 as noise variance. Why is that ??
Thanks for any help.
But consider the white noise process: Rx(τ) = δ(τ)No/2 and Rx(0)=∞. But we always consider No/2 as noise variance. Why is that ??
Thanks for any help.