基于累加法的高斯白噪声性能分析

Analysis of Gaussian white noise performance based on accumulate method

基于中心极限定理的累加法,提出了一种新的产生高斯白噪声的方法。首先分析了高斯白噪声的特点,用均匀分布随机序列累加产生高斯分布随机序列,分析其时域和频域特征,并与用Matlab里的randn函数产生的高斯分布随机序列进行对比。最后用χ2检验法对由累加法产生的高斯分布随机序列进行检验。实验结果表明,累加法产生的随机数十分近似于高斯分布白噪声。

A new method producing Gaussian white noise is presented based on the summation law of central limit theorem. The characteristics of Gaussian white noise are analyzed. The Gaussian random sequence generated by the uniformly distributed random sequence summation is analyzed to extract its time domain and frequency domain features, and then compared with the random sequence generated by randn function of Matlab. Gaussian random sequence generated by summation law is tested by χ2 testing. Experiment results show that the random number generated by summation law is very similar to Gaussian distribution white noise.