ABSTRACT
Stationary, uncorrelated, zero mean noise is called white noise∗. Correlated noise is called colored noise. Consider a known signal {s0, ..., sN} (denoted by ~s = [s0, . . . , sN ]T ) that is corrupted by white noise, nk, noise that satisfies:
E(nknl) = { E(nk)E(nl) = 0 k 6= l σ2n k = l
.
