Lecture

Frequency Estimation of Noisy Random Signals

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In course

ME-301: Measurement techniques

Theoretical and practical course on experimental techniques for observation and measurement of physical variables such as force, strain, temperature, flow velocity, structural deformation and vibrations, etc. ...

Description

This lecture covers digital experiments for frequency estimation of random signals, including shot noise, Brownian motion, filtered white noise (colored noise), harmonic signals in noise, non-parametric spectral estimation, and auto-correlation function estimation with a bias/variance trade-off.

Instructors (2)

Kossi Agbeviade

Karen Ann J Mulleners

Expertise experimental fluid dynamics, unsteady aerodynamics, vortex dynamics, flow separation Karen Mulleners is an associate professor in the institute of mechanical engineering in the school of engineering at EPFL. She is the head of the unsteady flow diagnostics laboratory (UNFoLD). She is an experimental fluid dynamicist who focuses on unfolding the origin and development of unsteady flow separation and vortex formation. Karen studied physics in Belgium (Hasselt University, previously Limburgs Universi

Official source

Related concepts (30)

Pink noise

Pink noise, noise or fractal noise is a signal or process with a frequency spectrum such that the power spectral density (power per frequency interval) is inversely proportional to the frequency of the signal. In pink noise, each octave interval (halving or doubling in frequency) carries an equal amount of noise energy. Pink noise sounds like a waterfall. It is often used to tune loudspeaker systems in professional audio. Pink noise is one of the most commonly observed signals in biological systems.

Shot noise

Shot noise or Poisson noise is a type of noise which can be modeled by a Poisson process. In electronics shot noise originates from the discrete nature of electric charge. Shot noise also occurs in photon counting in optical devices, where shot noise is associated with the particle nature of light. In a statistical experiment such as tossing a fair coin and counting the occurrences of heads and tails, the numbers of heads and tails after many throws will differ by only a tiny percentage, while after only a few throws outcomes with a significant excess of heads over tails or vice versa are common; if an experiment with a few throws is repeated over and over, the outcomes will fluctuate a lot.

Noise (electronics)

In electronics, noise is an unwanted disturbance in an electrical signal. Noise generated by electronic devices varies greatly as it is produced by several different effects. In particular, noise is inherent in physics and central to thermodynamics. Any conductor with electrical resistance will generate thermal noise inherently. The final elimination of thermal noise in electronics can only be achieved cryogenically, and even then quantum noise would remain inherent. Electronic noise is a common component of noise in signal processing.

Johnson–Nyquist noise

Johnson–Nyquist noise (thermal noise, Johnson noise, or Nyquist noise) is the electronic noise generated by the thermal agitation of the charge carriers (usually the electrons) inside an electrical conductor at equilibrium, which happens regardless of any applied voltage. Thermal noise is present in all electrical circuits, and in sensitive electronic equipment (such as radio receivers) can drown out weak signals, and can be the limiting factor on sensitivity of electrical measuring instruments.

Colors of noise

In audio engineering, electronics, physics, and many other fields, the color of noise or noise spectrum refers to the power spectrum of a noise signal (a signal produced by a stochastic process). Different colors of noise have significantly different properties. For example, as audio signals they will sound differently to human ears, and as they will have a visibly different texture. Therefore, each application typically requires noise of a specific color.

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Noise in Optical Receivers

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Noise Analysis in Optical Detectors: Key Examples