What is the auto correlation function of a discrete time
white noise?
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Answer Posted / chandra shekhar godiwal
White noise means when signal is distorted due to noise then it will not reconstruct.
It is s^2 * d[n], where s is the standard deviation of the
noise (and thus s^2 is its variance) and d[n] is the
discrete impulse (or Dirac), consisting of a 1 at n=0 and 0
at all the other time instants.
Calculation of a (theoretical) autocorrelation function for
a normal random discrete white noise filtered by a
stationary filter with impulse response given by function
h(j), j >0 can be done by using convolution.
Its autocorrelation function is a Kronecker delta.
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