E EngIntoHW Member Jun 19, 2011 #1 Hi, Given a white gaussian noise: n ~ N(0, No/2) Let n^ be the hilbert transform of n. Is it correct to say that: n^ ~ N(0, No/2). I know how to prove that n^ is also a white gaussian noise, and that E[n^] = 0. But I don't know if it's correct that Var[n^] equals No/2. Thank you
Hi, Given a white gaussian noise: n ~ N(0, No/2) Let n^ be the hilbert transform of n. Is it correct to say that: n^ ~ N(0, No/2). I know how to prove that n^ is also a white gaussian noise, and that E[n^] = 0. But I don't know if it's correct that Var[n^] equals No/2. Thank you