Hi,
Given a white gaussian noise: n ~ N(0, No/2)
Let n^ be the hilbert transform of n.
Is it correct to say that: n^ ~ N(0, No/2).
I know how to prove that n^ is also a white gaussian noise, and that E[n^] = 0.
But I don't know if it's correct that Var[n^] equals No/2.
Thank you
Given a white gaussian noise: n ~ N(0, No/2)
Let n^ be the hilbert transform of n.
Is it correct to say that: n^ ~ N(0, No/2).
I know how to prove that n^ is also a white gaussian noise, and that E[n^] = 0.
But I don't know if it's correct that Var[n^] equals No/2.
Thank you
