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Consider the spectrum analysis of the following sequence:
x = [-1.55, -1.35, -0.33, -0.93, 0.39, 0.45, -0.45, -1.98]
In the absence of any other information, this is just a list of
numbers. It could be temperature fluctuations in some location from
one day to the next, or it could be some normalization of successive
samples from a music CD. There is no way to know if the numbers are
``random'' or just ``complicated''.7.2 More than a century ago, before the dawn of quantum
mechanics in physics, it was thought that there was no such thing as
true randomness--given the positions and momenta of all particles,
the future could be predicted exactly; now, ``probability'' is a
fundamental component of all elementary particle interactions in the
Standard Model of physics [59].
It so happens that, in the example above, the numbers were generated
by the randn function in matlab, thereby simulating normally
distributed random variables with unit variance. However, this cannot
be definitively inferred from a finite list of numbers. The best we
can do is estimate the likelihood that these numbers were
generated according to some normal distribution. The point here is
that any such analysis of noise imposes the assumption that the
noise data were generated by some ``random'' process. This turns out
to be a very effective model for many kinds of physical processes such
as thermal motions or sounds from turbulent flow. However, we should
always keep in mind that any analysis we perform is carried out in
terms of some underlying signal model which represents
assumptions we are making regarding the nature of the data.
Ultimately, we are fitting models to data.
We will consider only one type of noise: the stationary
stochastic process (defined in Appendix C). All such noises can
be created by passing white noise through a linear
time-invariant (stable) filter [263]. Thus, for purposes of this book,
the term noise always means ``filtered white noise''.
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