Why have a "Band Limited" White Noise Generator block instead of just a White Noise Generator block?

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When I do a spectral power analysis of the output of the Band Limited White Noise block I do not get the results I expected. The values are too large. And why have a "Band Limited" White Noise block instead of just a White Noise block?

Accepted Answer

MathWorks Support Team
MathWorks Support Team on 27 Jun 2009
Before this block was created, "White Noise" was being fed into CONTINUOUS-time blocks. The
resulting answer was not agreeing with what theory predicted.
The theory relates the Power Spectral Densities and the Transfer Function:
PSD_Output(w) = TransferFunctionMagSquared(w) * PSD_Input(w)
Keep in mind that this analysis is in the continuous-time domain.
Passing ideal white noise through a zero-order-hold creates a stair-case signal with random tread heights. When viewed from the continuous-time domain, the PSD of this random stair-case is very different from that of ideal white noise. The ideal white noise will have a flat PSD:
PSD_ideal_white(w) = P % same value for all w
The exact same white noise passed through a zero-order-hold will have PSD
PSD_staircase_white = P * Tsamp * ( sinc( w * Tsamp ) )^2
Not only does the PSD falloff at higher frequencies with the behavior of sinc() squared, it also has a different value a DC frequency, namely P * Tsamp instead of P.
The Band-Limited White-Noise block restores the low frequency amplitude of the PSD by multiplying the individual samples by 1/sqrt(Tsamp). As a result, the Band-Limited White-Noise block will have PSD:
PSD_bandlimited_white = P * ( sinc( w * Tsamp ) )^2
At sufficiently low frequencies, the PSD is approximately
PSD_bandlimited_white = P % w sufficiently small
so the Band-Limited-White-Noise will seem like ideal white noise to continuous-time blocks at these sufficiently low frequencies.

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