Electronic – Noise quantification from sampled data

noise

If a sampled voltage signal \$y[n]\$ is composed of its offset \$\bar y\$ plus noise \$x[n]\$; i.e. \$y[n] = \bar y + x[n]\$, are both following equations for the RMS value of the noise component \$\text{RMS}(x)\$ same?:

\begin{align}
\text{RMS}(x) &= \text{RMS}(y – \bar y)\\
\text{RMS}(x) &= \sqrt{\text{RMS}(y)^2 – \bar y^2}
\end{align}

  1. Are both equations above correct and same?
  2. For the equations to be correct does \$x[n]\$ have to be random in nature? What if \$x\$ has periodic component?

Best Answer

Yes, those equations are correct and the same.

In the first equation, you just replace \$x\$ with its expression following from \$y=\bar{y}+x\$.

For the second equation, you can do the following: The square of the rms value of y is equal to $$ \begin{aligned} rms(y)^2\ &= \frac{1}{N}\sum_{n=1}^N (y[n])^2\\ &= \frac{1}{N}\sum_{n=1}^N (\bar{y} + x[n])^2 \\ &= \frac{1}{N}\sum_{n=1}^N (\bar{y}^2 + 2 \bar{y} x[n] + (x[n])^2) \end{aligned} $$

The first term (\$\frac{1}{N}\sum\limits_{n=1}^N \bar{y}^2\$) is just equal to \$\bar{y}^2\$.

The second term (\$\frac{1}{N}\sum\limits_{n=1}^N 2 \bar{y} x[n]\$) is zero since you can take the constant factor \$2 \bar{y}\$ out of the sum and \$\bar{x}=\frac{1}{N}\sum\limits_{n=1}^N x[n]\$ is zero.

The third term (\$\frac{1}{N}\sum\limits_{n=1}^N (x[n])^2\$) is the square of the rms value of x.

Thus $$ rms(y)^2 = \bar{y}^2 + rms(x)^2 $$ and thus $$ rms(x) = \sqrt{rms(y)^2 - \bar{y}^2} $$


The example of Marcus Müller in the comments is still valid: \$\bar{y}=2\$, \$rms(x)=0\$, and thus \$rms(y)=2\$. Note that an rms value is not the same as a standard deviation if the signal (\$y\$ here) has a non-zero mean value.