comparison m-toolbox/html_help/help/ug/noisegen.html @ 0:f0afece42f48

Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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11 <title>Generating model noise (LTPDA Toolbox)</title>
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35
36 <h1 class="title"><a name="f3-12899" id="f3-12899"></a>Generating model noise</h1>
37 <hr>
38
39 <p>
40 <p>
41
42 Generating non-white random noise means producing arbitrary long time series with a given spectral density.
43 Such time series are needed for example for the following purposes:
44 </p>
45 <p>
46 <ul>
47 <li> To generate test data sets for programs that compute spectral densities, </li>
48 <li> as inputs for various simulations.</li>
49 </ul>
50 </p>
51 <p>
52 One way of doing this is to apply digital filters (FIR or IIR) to white input noise.<br/>
53 This approach is effectively implemented for the generation of <a href="ndim_ng.html"> multichannel noise </a>
54 with a given cross spectral density. <br/>
55 Multichannel transfer functions are identified by an automatic fit procedure based
56 on a modified version of the vector-fitting algorithm
57 (see <a href="zdomainfit.html"> Z-Domain Fit </a> for further details on the algorithm). <br/>
58 Partial fraction expansion of multichannel transfer functions and the implementation of
59 <a href="sigproc_dfilt.html">filter</a> state initialization avoid the presence of unwanted 'warm-up period'.
60 </p>
61
62 <p>
63 A different approach is implemented in LTPDA as <a href="franklin_ng.html">Franklin noise-generator</a>.<br/>
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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