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SensingNoise and Estimation

Noise and Averages

Averaging N independent readings shrinks the noise by the square root of N.

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Read a distance sensor ten times while nothing moves, and you get ten slightly different numbers. That scatter is noise.

Key idea

Noise is measured by its standard deviation $\sigma$. Averaging $N$ independent readings gives an average whose standard deviation is $\sigma/\sqrt{N}$.
A moving average smooths the noise. Notice it also lags behind real changes.

Why it works

Random errors partly cancel when you add them, but not completely. The spread of a sum grows like $\sqrt{N}$, so the spread of the average, the sum divided by $N$, shrinks like $1/\sqrt{N}$. The Math Ladder's statistics topics show why.

Worked example: Shrink the noise

One reading has $\sigma = 2\ \text{cm}$. Average 16.
  1. $2/\sqrt{16} = 0.5\ \text{cm}$.

Answer: 0.5 cm.

Worked example: How many?

To cut the noise to a third?
  1. $\sqrt{N} = 3$, so $N = 9$.

Answer: 9 readings.

Common mistake

Expecting averaging 4 readings to cut the noise to a quarter. It halves it. And averaging slows the robot's reaction, because old readings stay in the average.

Practice

Pass with 3 right answers, the last 2 in a row. Each right answer earns 2 XP.

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Sources and further reading

  • Sebastian Thrun, Wolfram Burgard and Dieter Fox, Probabilistic Robotics (MIT Press, 2005)