---
title: "Ideal and RC filtering of white noise"
subject: "Communication Systems"
chapter: 9
key: "semester_6/communication_systems:rc-filtering-white-noise"
source: https://www.bctengineer.com/q/semester_6/communication_systems/rc-filtering-white-noise
site: BCT Engineering
---

# Ideal and RC filtering of white noise

Communication Systems · Chapter 9: Noise in Communication Systems

- Asked in: 2075 Chaitra (CS II), 8 marks
- Video: [Practical RC Filtered White Noise](https://www.youtube.com/watch?v=jBmiHS7a8zE) — Electronic Waves
- Answer checked by Claude Opus 5.5 (high effort) on 2026-10-14
- Page: https://www.bctengineer.com/q/semester_6/communication_systems/rc-filtering-white-noise
- Whole chapter: https://www.bctengineer.com/md/semester_6/communication_systems/chapter-9

## Question

Explain and compare ideal and practical RC filtering of white noise with respect to change in autocorrelation function.

## Short answer

Ideal low-pass filtering of white noise yields a sinc autocorrelation R(τ)=N₀B sinc(2Bτ) with zeros at τ=k/(2B), so samples at Nyquist rate are uncorrelated. Practical RC filtering produces an always-positive exponential autocorrelation R(τ)=(N₀/(4RC))e^{-|τ|/RC} with no zero crossings, indicating correlated samples for all τ.

## Answer

White noise ($S_W(f)=N_0/2$, $R_W(\tau)=\frac{N_0}{2}\delta(\tau)$) has infinite power and zero correlation time. Passing it through a filter $H(f)$ gives $S_Y(f)=\lvert H(f)\rvert^2\frac{N_0}{2}$ and $R_Y(\tau)=\mathcal{F}^{-1}\{S_Y(f)\}$: the noise becomes **band-limited (coloured)** and its samples become correlated.

#### Ideal low-pass filtering

Ideal LPF, gain 1 for $\lvert f\rvert\le B$, zero elsewhere:

$$
S_Y(f)=\begin{cases}\frac{N_0}{2}, & \lvert f\rvert\le B\\ 0, & \text{otherwise}\end{cases}
$$

$$
\begin{aligned}
R_Y(\tau) &= \int_{-B}^{B}\frac{N_0}{2}e^{j2\pi f\tau}df=\frac{N_0}{2}\cdot\frac{\sin2\pi B\tau}{\pi\tau} \\
&= N_0B\,\frac{\sin2\pi B\tau}{2\pi B\tau}
\end{aligned}
$$

- Power $R_Y(0)=N_0B$.
- $R_Y(\tau)$ is a sinc with zeros at $\tau=\pm\frac{k}{2B}$, $k=1,2,\dots$: samples taken at the Nyquist rate $2B$ are **uncorrelated** (independent if Gaussian).
- It oscillates (takes negative values) and decays slowly as $1/\tau$.

#### Practical RC low-pass filtering

$H(f)=\frac{1}{1+j2\pi fRC}$, so

$$
S_Y(f)=\frac{N_0/2}{1+(2\pi fRC)^2}
$$

Using the pair $e^{-a\lvert\tau\rvert}\leftrightarrow\frac{2a}{a^2+(2\pi f)^2}$ with $a=1/RC$:

$$
R_Y(\tau)=\frac{N_0}{4RC}\,e^{-\lvert\tau\rvert/RC}
$$

- Power $R_Y(0)=\frac{N_0}{4RC}$, i.e. NEB $=\frac{1}{4RC}=\frac\pi2f_{3dB}$.
- $R_Y(\tau)$ is a decaying exponential: always positive, **never exactly zero**, falls to $1/e$ at $\tau=RC$. Correlation time $\approx RC$.

```text
 R(tau)  ideal LPF: sinc         RC LPF: exponential
   N0B .                     N0/4RC .
      / \                          /|\
  .  /   \  .                     / | \
 -.-/-----\-.-- tau          ----'--+--'---- tau
   -1/2B  1/2B                 -RC  0  RC
```

#### Comparison

| Point | Ideal LPF (bandwidth $B$) | RC LPF ($f_{3dB}=1/2\pi RC$) |
|---|---|---|
| Output PSD | Flat up to $B$, sharp cut-off | Lorentzian, gradual roll-off |
| Autocorrelation | $N_0B\,\text{sinc}(2B\tau)$ | $\frac{N_0}{4RC}e^{-\lvert\tau\rvert/RC}$ |
| Output noise power | $N_0B$ | $N_0/4RC=N_0\cdot\frac\pi2f_{3dB}$ |
| Zero crossings of $R(\tau)$ | At $\tau=k/2B$ | None |
| Sign of $R(\tau)$ | Positive and negative | Always positive |
| Decay of $R(\tau)$ | Slow, $\propto1/\tau$ | Fast, exponential |
| Realisable | No (non-causal) | Yes |

In both cases a narrower bandwidth gives a **wider** autocorrelation (longer correlation time) and less noise power.

## Check yourself

The answer's key points as multiple-choice questions, with the correct option and why.

1. What is the output autocorrelation of white noise through an ideal LPF of bandwidth B?
   A. (N0/4RC) exp(-|tau|/RC)
   B. N0 B sinc(2B tau)
   C. (N0/2) delta(tau)
   D. N0 B exp(-2B|tau|)
   Answer: B. Inverse transform of a flat PSD over |f| < B is N0 B sin(2 pi B tau)/(2 pi B tau). (Key point: Ideal LPF autocorrelation)

2. Which describes R_Y(tau) for white noise through an RC low-pass filter?
   A. Sinc with zero crossings
   B. Delta function
   C. (N0/4RC) e^{-|tau|/RC}: always positive, never exactly zero, 1/e at tau = RC
   D. Constant for all tau
   Answer: C. S_Y is Lorentzian and its inverse transform is a two-sided decaying exponential. (Key point: RC filter autocorrelation)

3. What happens when the filter bandwidth is reduced?
   A. Correlation time shortens and power rises
   B. Correlation time and power are unchanged
   C. Autocorrelation becomes a delta function
   D. Autocorrelation becomes wider (longer correlation) and noise power is less
   Answer: D. Narrower bandwidth means a wider R(tau) and lower power (N0 B or N0/4RC). (Key point: Bandwidth and correlation)

## Related in Communication Systems

- [Autocorrelation properties; AC of white noise](https://www.bctengineer.com/question.md?key=semester_6%2Fcommunication_systems%3Aautocorrelation-properties-white-noise) — Communication Systems, chapter 9, asked 2×
- [Random process; white noise PSDF and autocorrelation](https://www.bctengineer.com/question.md?key=semester_6%2Fcommunication_systems%3Arandom-process-white-noise) — Communication Systems, chapter 9, asked 2×
- [Parseval's theorem; PSD–autocorrelation relation for white noise](https://www.bctengineer.com/question.md?key=semester_6%2Fcommunication_systems%3Aparseval-psd-autocorrelation-white-noise) — Communication Systems, chapter 9
- [ESD, PSD and autocorrelation of white noise](https://www.bctengineer.com/question.md?key=semester_6%2Fcommunication_systems%3Aesd-psd-white-noise-autocorrelation) — Communication Systems, chapter 9, asked 2×
- [White noise PSDF and AC; properties of autocorrelation](https://www.bctengineer.com/question.md?key=semester_6%2Fcommunication_systems%3Awhite-noise-psdf-ac-properties) — Communication Systems, chapter 9
- [White noise: relation between PSDF and AC function](https://www.bctengineer.com/question.md?key=semester_6%2Fcommunication_systems%3Awhite-noise-psdf-ac-relation) — Communication Systems, chapter 9

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