variance equation of a white noise

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Mona 2014-11-21

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评论： Mona 2014-11-22

Hi everyone,

I hope someone can answer this difficult question for me:

I am trying to implement a STFT transform algorithm on a noisy speech. I read a white noise wave and after preforming the STFT, I called D. Now, I need to solve this equation in matlab:

λd(k) = E{|Dk|^2}

I searched the net and found that this E is the variance function in matlab. But how do I calculate this function? Do I just take average of my D matrix and then square it and then subtract the kth element from it? or do I take the average and subtract the kth element squared?

Please help!!!

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Star Strider 2014-11-22

What are ‘d(k)’ and ‘Dk’? How do they relate to each other?

What are you solving for?

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Answer 1

Image Analyst 2014-11-22

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If λd(k) depends on k, then what are you averaging over when you take the expected value? If you average over k to get the expected value, then λd(k) can no longer depend on k. Maybe you simply want

d = var(D);