1.
Random
signals can be described by the autocorrelation
function (ACF), ,
or by the power spectrum,
.
2. The ACF and power spectrum are a Fourier Transform pair (this is the Wiener-Khinchine theorem).
3. White noise has a constant power spectrum independent of frequency, and a delta-function ACF.
4.
Johnson noise (also called Nyquist
noise) arises in any dissipative element. For a resistor, .
5.
The equivalent noise bandwidth
is defined as:
6.
For a
signal ,
the maximum SNR is given by the Matched
Filter. This has
and
.