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白噪声是指在较宽的频率范围内，各等带宽的频带所含的噪声功率谱密度相等的噪声。一般在物理上把它翻译成白噪声（white noise）。白噪声或白杂讯，是一种功率谱密度为常数的随机信号。换句话说，此信号在各个频段上的功率谱密度是一样的，由于白光是由各种频率（颜色）的单色光混合而成. White noise is, however, a very useful approximation to situations in which a disturbing noise is wideband compared with the bandwidth of the system 描述一个随机过程的模型有几种随机游走（random walk）、随机常数 (random constant)、高斯马尔可夫过程（Gauss-Markov)， A "white noise" image 1.2 白噪声统计特性 白噪声可以是任何分布的值都是可能的（尽管它必须具有零直流分量）。 如果序列在统计上不相关，即使是只能取值 1 或 0 的二进制信号也将是白色的。 具有连续分布（例如正态分布）的噪声当然可以是白色的。 人们经常错误地认为高斯噪声必然指的是白噪声.
1: 白噪音white noise 所谓白噪音是指一段声音中的频率分量的功率在整个可听范围（0～20KHZ）内都是均匀的。 由于人耳对高频敏感一点这种声音听上去是很吵耳的沙沙声。 2: 粉红噪音pink noise 总的来说，IMU噪声有两类： 表头输出值的噪声，这个叫随机游走 理论上 表头输出值有噪声，但是平均值应该是一定的。但是实际上平均值也是随时间变化，这个叫 零偏不稳定性 所有这些合在一起算的allan 方差的10秒平滑，叫 零偏稳定性 白噪音（White noise）是一种单调重复的嗡鸣声，其功率谱密度在整个频域内均匀分布。国外有研究证实白噪音可缓解肠绞痛患儿和新生儿的疼痛程度。 学术上讲，白噪音指一段声音中的频率分量的功率在整个可听范围（20～20000HZ）。通俗上讲，白噪音就是大自然中的声音，波段柔和，轻微，有节奏感.
加性 高斯白噪声 加性 高斯白噪声 AWGN (Additive White Gaussian Noise) 是最基本的噪声与干扰模型。 其中加性噪声意思是叠加在信号上的一种噪声，通常记为n (t)，而且无论有无信号，噪声n (t)都是始终存在的。因此通常称它为加性噪声或加性干扰。 高斯白噪声 白噪声：噪声的 功率谱密度 在所有的频率上.
纯医学背景学时间序列，只会用R，做题目：某对数收益率是否白噪声？ 直接用Box.test ()?这个函数我之前学是建模后判断残差是否为白噪声的，搬过来可… 显示全部 white_noise = 10^5 * randn (L, 1); % fft处理得到白噪声频谱，fft后直流分量部分增大了N倍、非直流分量部分增大了N/2倍，非直流分量数据点归一化需要除以N/2。 white noise的准确定义呢，是Brownian motion的distributional derivative...因为Brownian motion在 H 1 / 2 δ, W ∈ H s, s ≤ 1 / 2,第二个空间是dual space。
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