In: Advanced Math
Using Excel, Mathcad, or any similar program, create a 256-point
zero-mean random noise sample i(x).
(a) Calculate mean and variance of i(x).
(b) Calculate autocorrelation function C(Δ) for i(x). Describe how
you did this and any assumptions you made. What is the relationship
between C(0) and i(x)?
(c) Calculate Wiener spectrum W(u) for i(x). What is the
relationship between C(0) and W(u)? How would you convert W(u) to
MTF(u)?
a)Set (the poorly-named) i to rand(......). Then use mean() and var() on i.
i = rand(.........................
For autocorrelation, let us consider use Conv() with flip() and 'full' option.consider that the x-axis is longer after correlation, so x represents the first element is different There was a non-linear one for removing the noise of images, which is wiener2 in Image Processing
Wiener–Khinchin theorem:-
The Wiener–Khinchin theorem, states that the
autocorrelation function of a wide-sense-stationary random process
has a spectral decomposition given by the power spectrum of that
process.For continuous-time, the Wiener–Khinchin theorem says that
if
is a wide-sense stationary process such that its autocorrelation
function (sometimes called autocovariance) defined in terms of
statistical expected value,
(the asterisk denotes complex conjugate, and of course it can be
omitted if the random process is real-valued), exists and is finite
at every lag
, then there exists a monotone function
in the frequency domain
such that
The Fourier transform of
does not exist in general, because stationary random functions are
not generally either square-integrable or absolutely integrable.
Nor is
assumed to be absolutely integrable, so it need not have a Fourier
transform either.
But if
is absolutely continuous, for example, if the process is purely
indeterministic, then
is differentiable almost everywhere. In this case, one can define
, the power spectral density of
,
by taking the averaged derivative of
. Because the left and right derivatives of
existing everywhere, we can put
and the theorem simplifies to
Now one assumes that r and S satisfy the necessary conditions for Fourier inversion to be valid, the Wiener–Khinchin theorem takes the simple form of saying that r and S are a Fourier-transform pair, and