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From: Yueran Gao on 2 Feb 2010 16:52
Walter Roberson <roberson(a)hushmail.com> wrote in message <hka383$651$1(a)canopus.cc.umanitoba.ca>...
> Yueran Gao wrote:
> > I try to do some simulation based on white noise, which is generated by
> > the bottom code. White noise should have a flat frequency spectral
> > density, which means the magnitudes should be equal and constant on each
> > frequency components, while it looks like random in the plot. Can anyone
> > explain this?
> >
> > Code:
> > clear;
> > noise = randn(1,8192);
> > noise_fft = abs(fft(noise));
> > plot(noise_fft(1:4096));
>
> If the magnitudes should be equal and constant on each frequency component,
> then the fft of the samples must result in a series of real numbers that are
> each either the positive or negative of the magnitude.
>
> I have no idea why you expect that a normal distribution of samples would have
> an fft that would have that particular property?

Thank you for your reply. I just want to make sure the noise generated by "randn" is white noise. So I check the fft of white noise.
From: dbd on 2 Feb 2010 17:22
On Feb 2, 11:53 am, "Yueran Gao" <yue...(a)siu.edu> wrote:
> I try to do some simulation based on white noise, which is generated by the bottom code. White noise should have a flat frequency spectral density, which means the magnitudes should be equal and constant on each frequency components, while it looks like random in the plot. Can anyone explain this?
> ...

White noise is defined to have a flat spectral density in the infinite/
continuous domain where we can only perform symbolic manipulations.
Your Matlab code generates finite/discrete domain samples of white
noise where the definition of white noise is having approximately
constant average power.

Dale B. Dalrymple

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