Noise in Linear and Nonlinear Circuits

Chapter 2: Noise and Random Processes

OVERVIEW

Electronic noise is a random process. That is, it is an apparently randomly varying voltage or current, whose value cannot be predicted precisely from instant to instant. Nevertheless, the noise has certain predictable characteristics, which allow us to characterize it in a useful way. In this chapter, we examine the nature of that process and that characterization.

The purpose of this chapter is to introduce a few concepts related to probability and random processes that are essential for an understanding of noise in circuits. It is not intended to be all-encompassing. For a deeper understanding of this subject, the reader is encouraged to examine the references [2.1 2.6].

2.1 RANDOM PROCESSES

A random process, perhaps more properly called a stochastic process, is one that generates a set of continuous, randomly varying functions of time. That is, the result of an experiment, ?, is some time function x( t). Thus, we have a set of functions and events, characterized by some x( t, ?). In less academic language, we can think of ? as an observation, while x( t, ?) is the randomly varying function of time associated with that observation. We can focus on some particular observation, which we simply call x( t).

Noise voltage or current is a random process. That is, noise is process v( t) or i( t) that varies randomly with time. Although the quantity is random, and...

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