Additive noise
An interference added to the signal during its transmission over a communication channel. More precisely, one says that a given communication channel is a channel with additive noise if the transition function of the channel is given by a density
,
,
(
and
are the spaces of the values of the signals at the input and output of the channel, respectively) depending only on the difference
, i.e.
. In this case the signal
at the output of the channel can be represented as the sum of the input signal
and a random variable
independent of it, called additive noise, so that
.
If one considers channels with discrete or continuous time over finite or infinite intervals, the notion of a channel with additive noise is introduced by the relation , where
is in the given interval,
,
and
are random processes representing the signals at the input and the output of the channel with additive noise, respectively; moreover, the process
is independent of
. In particular, if
is a Gaussian random process, then the considered channel is called a Gaussian channel.
References
[1] | R. Gallager, "Information theory and reliable communication" , McGraw-Hill (1968) |
[2] | A.A. Kharkevich, "Channels with noise" , Moscow (1965) (In Russian) |
Comments
More generally, especially in system and control theory and stochastic analysis, the term additive noise is used for describing the following way noise enters a stochastic differential equation or observation equation: ,
, where
and
are Wiener noise processes. The general situation of a stochastic differential equation of the form
is referred to as having multiplicative noise.
Additive noise. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Additive_noise&oldid=18399