[CST-2] IT&C - 99 P9, Q11

[M.Y.W.Y. Becker]

--On 02 June 2001 15:52 +0100 Martin Harper <mcnh2@cam.ac.uk> wrote:

> The very first question is the following:
>
>  > "What class of continuous signals has the greatest possible entropy
>  for a given variance (or power level?)"
>
> Ok - so that's gaussian, IE p(x) has a gaussian distribution. In notes,
> and easy.

The expected answer should be "Gaussian additive white noise". (That's not 
a Gaussian)

>  > "What probability density function describes the excursions taken by
>  such signals from their mean value?"

Answer: A signal is called "white noise" if its deviation from its mean 
value (i.e. in y-direction) is normally (Gaussian) distributed.

Mo