White Noise Distribution Assumption

Available identifiers

MaRDI QIDQ6775496

assumption regarding the distribution and expected value of the white noise

Defining Formula: $𝔼(\xi (x,t))=0,𝔼(\xi (x,t)\xi (x^{\prime },t^{\prime }))=\delta (x-x^{\prime })\delta (t-t^{\prime }),\mathrm{\forall }t,t^{\prime }\ge 0,\mathrm{\forall }x,x^{\prime }\in 𝕋$

$\delta$ symbol represents Dirac Delta Distribution

$\xi$ symbol represents White Noise

$t$ symbol represents Time

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