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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
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1 <!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
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2 "http://www.w3.org/TR/1999/REC-html401-19991224/loose.dtd">
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3
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4 <html lang="en">
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5 <head>
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6 <meta name="generator" content=
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7 "HTML Tidy for Mac OS X (vers 1st December 2004), see www.w3.org">
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8 <meta http-equiv="Content-Type" content=
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9 "text/html; charset=us-ascii">
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10
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11 <title>Generating model noise (LTPDA Toolbox)</title>
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12 <link rel="stylesheet" href="docstyle.css" type="text/css">
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13 <meta name="generator" content="DocBook XSL Stylesheets V1.52.2">
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14 <meta name="description" content=
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15 "Presents an overview of the features, system requirements, and starting the toolbox.">
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16 </head>
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18 <body>
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19 <a name="top_of_page" id="top_of_page"></a>
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21 <p style="font-size:1px;">&nbsp;</p>
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22
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23 <table class="nav" summary="Navigation aid" border="0" width=
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24 "100%" cellpadding="0" cellspacing="0">
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25 <tr>
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26 <td valign="baseline"><b>LTPDA Toolbox</b></td><td><a href="../helptoc.html">contents</a></td>
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27
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28 <td valign="baseline" align="right"><a href=
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29 "builtin_models.html"><img src="b_prev.gif" border="0" align=
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30 "bottom" alt="Built-in models of LTPDA"></a>&nbsp;&nbsp;&nbsp;<a href=
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31 "franklin_ng.html"><img src="b_next.gif" border="0" align=
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32 "bottom" alt="Franklin noise-generator"></a></td>
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33 </tr>
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34 </table>
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35
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36 <h1 class="title"><a name="f3-12899" id="f3-12899"></a>Generating model noise</h1>
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37 <hr>
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38
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39 <p>
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40 <p>
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41
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42 Generating non-white random noise means producing arbitrary long time series with a given spectral density.
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43 Such time series are needed for example for the following purposes:
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44 </p>
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45 <p>
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46 <ul>
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47 <li> To generate test data sets for programs that compute spectral densities, </li>
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48 <li> as inputs for various simulations.</li>
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49 </ul>
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50 </p>
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51 <p>
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52 One way of doing this is to apply digital filters (FIR or IIR) to white input noise.<br/>
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53 This approach is effectively implemented for the generation of <a href="ndim_ng.html"> multichannel noise </a>
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54 with a given cross spectral density. <br/>
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55 Multichannel transfer functions are identified by an automatic fit procedure based
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56 on a modified version of the vector-fitting algorithm
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57 (see <a href="zdomainfit.html"> Z-Domain Fit </a> for further details on the algorithm). <br/>
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58 Partial fraction expansion of multichannel transfer functions and the implementation of
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59 <a href="sigproc_dfilt.html">filter</a> state initialization avoid the presence of unwanted 'warm-up period'.
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60 </p>
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61
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62 <p>
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63 A different approach is implemented in LTPDA as <a href="franklin_ng.html">Franklin noise-generator</a>.<br/>
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64 It produces spectral densities according to a given pole zero model (see <a href="pzmodel.html">Pole/Zero Modeling</a>) and does not require any warm-up period. <br/>
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65 </p>
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66
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67 </p>
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68
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69 <br>
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70 <br>
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71 <table class="nav" summary="Navigation aid" border="0" width=
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72 "100%" cellpadding="0" cellspacing="0">
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73 <tr valign="top">
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74 <td align="left" width="20"><a href="builtin_models.html"><img src=
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75 "b_prev.gif" border="0" align="bottom" alt=
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76 "Built-in models of LTPDA"></a>&nbsp;</td>
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77
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78 <td align="left">Built-in models of LTPDA</td>
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79
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80 <td>&nbsp;</td>
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81
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82 <td align="right">Franklin noise-generator</td>
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83
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84 <td align="right" width="20"><a href=
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85 "franklin_ng.html"><img src="b_next.gif" border="0" align=
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86 "bottom" alt="Franklin noise-generator"></a></td>
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87 </tr>
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88 </table><br>
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89
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90 <p class="copy">&copy;LTP Team</p>
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91 </body>
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92 </html>