Mercurial > hg > ltpda
comparison m-toolbox/html_help/help/ug/noisegen_content.html @ 0:f0afece42f48
Import.
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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1 <p> | |
2 | |
3 Generating non-white random noise means producing arbitrary long time series with a given spectral density. | |
4 Such time series are needed for example for the following purposes: | |
5 </p> | |
6 <p> | |
7 <ul> | |
8 <li> To generate test data sets for programs that compute spectral densities, </li> | |
9 <li> as inputs for various simulations.</li> | |
10 </ul> | |
11 </p> | |
12 <p> | |
13 One way of doing this is to apply digital filters (FIR or IIR) to white input noise.<br/> | |
14 This approach is effectively implemented for the generation of <a href="ndim_ng.html"> multichannel noise </a> | |
15 with a given cross spectral density. <br/> | |
16 Multichannel transfer functions are identified by an automatic fit procedure based | |
17 on a modified version of the vector-fitting algorithm | |
18 (see <a href="zdomainfit.html"> Z-Domain Fit </a> for further details on the algorithm). <br/> | |
19 Partial fraction expansion of multichannel transfer functions and the implementation of | |
20 <a href="sigproc_dfilt.html">filter</a> state initialization avoid the presence of unwanted 'warm-up period'. | |
21 </p> | |
22 | |
23 <p> | |
24 A different approach is implemented in LTPDA as <a href="franklin_ng.html">Franklin noise-generator</a>.<br/> | |
25 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/> | |
26 </p> |