White Noise

Why White Noise?

In every communication receiver there is thermal noise β€” electrons jiggling at random in the front-end amplifier. Over the bandwidth of interest, the spectrum of this noise is essentially flat. The simplest mathematical model that captures "flat spectrum" is white noise: a process whose PSD is constant for all frequencies. This idealization is extraordinarily useful, but it comes with a price β€” infinite total power β€” that we must handle carefully.

Definition:

White Noise (Continuous-Time)

A WSS process W(t)W(t) is called white noise with (two-sided) spectral density N0/2N_0/2 if

Pxw(f)=N02,βˆ€β€‰f∈R.{P_x}_{w}(f) = \frac{N_0}{2}, \qquad \forall\, f \in \mathbb{R}.

Equivalently, the autocorrelation is

rxxw(Ο„)=N02 δ(Ο„).{r_{xx}}_{w}(\tau) = \frac{N_0}{2}\,\delta(\tau).

The parameter N0N_0 has units of W/Hz and is called the one-sided noise spectral density.

The name "white" comes from the analogy with white light, which contains all visible frequencies in roughly equal proportion.

,

White Noise Has Infinite Power

The total power of white noise is βˆ«βˆ’βˆžβˆžN02 df=∞\int_{-\infty}^{\infty} \frac{N_0}{2}\,df = \infty. This means white noise is a mathematical idealization β€” no physical process has a truly flat spectrum out to infinite frequency. The model is nevertheless valid whenever the noise bandwidth far exceeds the signal bandwidth, which is the typical situation in communications.

Definition:

Band-Limited White Noise

A WSS process W(t)W(t) is band-limited white noise with bandwidth WW and spectral level N0/2N_0/2 if

Pxw(f)={N0/2,∣fβˆ£β‰€W/2,0,∣f∣>W/2.{P_x}_{w}(f) = \begin{cases} N_0/2, & |f| \leq W/2, \\ 0, & |f| > W/2. \end{cases}

The autocorrelation is

rxxw(Ο„)=N0 W2 sinc⁑(W τ),{r_{xx}}_{w}(\tau) = \frac{N_0\,W}{2}\,\operatorname{sinc}(W\,\tau),

where sinc⁑(x)=sin⁑(Ο€x)/(Ο€x)\operatorname{sinc}(x) = \sin(\pi x)/(\pi x). The total power is Οƒ2=N0 W/2\sigma^2 = N_0\,W/2.

Example: Decorrelation Time of Band-Limited White Noise

Band-limited white noise has bandwidth W=10W = 10 MHz. Find the first zero of the autocorrelation and interpret it.

White Noise and Band-Limited White Noise

Compare the PSD and autocorrelation of ideal white noise versus band-limited white noise. Observe how limiting the bandwidth turns the Ξ΄(Ο„)\delta(\tau) autocorrelation into a sinc function.

Parameters
10
1

From White to Colored: Bandwidth and Autocorrelation

See how increasing bandwidth flattens the PSD toward the white noise limit while the autocorrelation narrows toward Ξ΄(Ο„)\delta(\tau).
As Wβ†’βˆžW \to \infty, the sinc autocorrelation narrows and the PSD approaches the constant N0/2N_0/2.

Definition:

White Noise (Discrete-Time)

A WSS sequence WnW_n is discrete-time white noise with variance Οƒ2\sigma^2 if

rxxw[m]=Οƒ2 δ[m],Pxw(f)=Οƒ2,f∈[βˆ’12,12].{r_{xx}}_{w}[m] = \sigma^2\,\delta[m], \qquad {P_x}_{w}(f) = \sigma^2, \quad f \in [-\tfrac{1}{2}, \tfrac{1}{2}].

Unlike the continuous-time case, the DT white noise process has finite power: Pw=βˆ«βˆ’1/21/2Οƒ2 df=Οƒ2\mathcal{P}_w = \int_{-1/2}^{1/2} \sigma^2\,df = \sigma^2.

Example: Filtering White Noise Produces Colored Noise

Discrete-time white noise WnW_n with Οƒ2=1\sigma^2 = 1 is the input to an LTI system with impulse response h[n]=anu[n]h[n] = a^n u[n], ∣a∣<1|a| < 1. Find the output PSD Pxy(f){P_x}_{y}(f).

Quick Check

Continuous-time white noise with N0/2=10βˆ’9N_0/2 = 10^{-9} W/Hz passes through an ideal bandpass filter of bandwidth W=1W = 1 MHz. What is the output noise power?

10βˆ’310^{-3} W

∞\infty

10βˆ’910^{-9} W

2Γ—10βˆ’32 \times 10^{-3} W

Common Mistake: N0N_0 vs. N0/2N_0/2: One-Sided vs. Two-Sided

Mistake:

Writing Pxw(f)=N0{P_x}_{w}(f) = N_0 (one-sided level) and then integrating over (βˆ’βˆž,∞)(-\infty, \infty), getting twice the correct power.

Correction:

Convention: N0N_0 is the one-sided PSD (defined for fβ‰₯0f \geq 0). The two-sided PSD is N0/2N_0/2. When integrating over all frequencies (positive and negative), use N0/2N_0/2. When integrating over fβ‰₯0f \geq 0 only, use N0N_0. Always state which convention you are using.

πŸ”§Engineering Note

Thermal Noise in Communication Receivers

The one-sided thermal noise spectral density at temperature TT (Kelvin) is N0=kBTN_0 = k_B T, where kB=1.38Γ—10βˆ’23k_B = 1.38 \times 10^{-23} J/K is Boltzmann's constant. At room temperature (T=290T = 290 K), N0β‰ˆ4Γ—10βˆ’21N_0 \approx 4 \times 10^{-21} W/Hz, or equivalently βˆ’174-174 dBm/Hz. This sets the fundamental noise floor for any communication receiver. In practice, the noise figure of the receiver chain raises the effective noise temperature above 290290 K.

Practical Constraints
  • β€’

    Valid for hfβ‰ͺkBThf \ll k_B T (Rayleigh-Jeans regime), i.e., fβ‰ͺ6f \ll 6 THz at room temperature

Why This Matters: The Noise Floor in Wireless Systems

Every wireless link budget begins with the noise floor N0 WN_0\,W, the total noise power in the receiver bandwidth. The ratio of received signal power to this noise power is the SNR, which determines the achievable data rate via Shannon's capacity formula. Understanding PSD is essential because the noise is not always white over the band of interest β€” interference, co-channel users, and filtering all shape the effective noise spectrum.

Historical Note: Johnson-Nyquist Noise

1928

John B. Johnson experimentally measured thermal noise in resistors at Bell Labs in 1926--1928. Harry Nyquist provided the theoretical explanation using thermodynamic arguments, deriving the famous formula Pxw(f)=kBT{P_x}_{w}(f) = k_B T (one-sided). This was one of the first rigorous connections between statistical mechanics and electrical engineering, and it established that thermal noise is fundamentally white over the frequencies relevant to electronics and communications.

White Noise: CT vs. DT vs. Band-Limited

PropertyCT White NoiseDT White NoiseBand-Limited White
Px(f)P_x(f)N0/2N_0/2 (all ff)Οƒ2\sigma^2 (∣fβˆ£β‰€1/2|f| \leq 1/2)N0/2N_0/2 (∣fβˆ£β‰€W/2|f| \leq W/2)
Autocorrelation(N0/2) δ(Ο„)(N_0/2)\,\delta(\tau)Οƒ2 δ[m]\sigma^2\,\delta[m](N0W/2) sinc⁑(WΟ„)(N_0W/2)\,\operatorname{sinc}(W\tau)
Total power∞\inftyΟƒ2\sigma^2N0W/2N_0W/2
Physical?IdealizationRealizableRealizable
DecorrelationInstantaneousOne sample∼1/W\sim 1/W

White noise

A WSS process with flat PSD: Px(f)=constP_x(f) = \text{const}. Continuous-time white noise has infinite power and serves as an idealization; discrete-time white noise has finite power.

Related: {{Ref:Gloss Psd}}, {{Ref:Gloss Thermal Noise}}

Thermal noise

Noise generated by thermal agitation of charge carriers in a conductor. Has one-sided PSD N0=kBTN_0 = k_B T at temperature TT. Also called Johnson-Nyquist noise.

Key Takeaway

White noise is the frequency-domain analog of "completely uncorrelated": flat PSD means Ξ΄\delta-function autocorrelation. It is the universal noise model in communications because thermal noise is approximately white over any practical bandwidth. The key engineering parameter is N0N_0, the one-sided spectral density, which sets the noise floor.