Mercurial > hg > ltpda
diff m-toolbox/html_help/help/ug/franklin_ng_content.html @ 0:f0afece42f48
Import.
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
---|---|
date | Wed, 23 Nov 2011 19:22:13 +0100 |
parents | |
children |
line wrap: on
line diff
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/m-toolbox/html_help/help/ug/franklin_ng_content.html Wed Nov 23 19:22:13 2011 +0100 @@ -0,0 +1,90 @@ +The following sections gives an introduction to the <a href="noisegen.html">generation of model noise</a> using the noise generator implemented in LTPDA. +<ul> + <li><a href="#franklin">Franklin's noise generator</a></li> + <li><a href="#description">Description</a></li> + <li><a href="#inputs">Inputs</a></li> + <li><a href="#outputs">Outputs</a></li> + <li><a href="#usage">Usage</a></li> +</ul> +<h2><a name="franklin">Franklin's noise generator</a></h2> +Franklin's noise generator is a method to generate arbitrarily long time series with a prescribed spectral density. +The algorithm is based on the following paper: +</p> +<p>Franklin, Joel N.: + <i> Numerical simulation of stationary and non-stationary gaussian + random processes </i>, SIAM review, Volume {<b> 7</b>}, Issue 1, page 68--80, 1965. +</p> +<p> + The Document <i> Generation of Random time series with prescribed spectra </i> by Gerhard Heinzel (S2-AEI-TN-3034) <br> corrects a mistake in the aforesaid paper and describes the practical implementation. +</p> +<p> + See <a href="noisegen.html">Generating model noise</a> for more general information on this. +</p> +<p> + Franklin's method does not require any 'warm up' period. It starts with a transfer function given as ratio of two polynomials.<br/> + The generator operates on a real state vector y of length n which is + maintained between invocations. It produces samples of the time series in equidistant steps <tt>T = 1/fs</tt>, where <tt>fs</tt> is the sampling frequency. +</p> +<p> + <ul> + <li> y0 = Tinit * r, on initialization + <li> yi = E * yi-1 + Tprop * r, to propagate + <li> xi = a * yi , the sampled time series. + </ul> + r is a vector of independent normal Gaussian random numbers + Tinit, E, Tprop which are real matrices and a which is a real vector are determined once by the algorithm. +</p> + +<h2><a name="description">Description</a></h2> +<p> + When an analysis object is constructed from a pole zero model Franklin's noise generator is called (compare <a href="ao_create.html#pzmodel">Creating AOs from pole zero models</a>). +</p> + + +<h2><a name="inputs">Inputs</a></h2> +for the function call the parameter list has to contain at least: +<ul> + <li> nsecs - number of seconds (length of time series) + <li> fs - sampling frequency + <li> pzmodel with gain +</ul> + +<h2><a name="outputs">Outputs</a></h2> +<ul> + <li> b - analysis object containing the resulting time series +</ul> +</p> +<h2><a name="usage">Usage</a></h2> +The analysis object constructor <a href="ao_create.html">ao</a> calls the following four functions when the input is a pzmodel. +<ul> + <li> ngconv + <li> ngsetup + <li> nginit + <li> ngprop +</ul> +<p> + First a parameter list of the input parameters is to be done. For further information on this look at <a href="plist_create.html#params">Creating parameter lists from parameters</a>.<br/> +</p> +<h2><a name="starting">Starting from a given pole/zero model</a></h2> +<p> + The parameter list should contain the number of seconds the resulting time series should have <tt>nsecs</tt> and the sampling frequency <tt>fs</tt>. <br/> + The constructor call should look like this: +</p> +<div class="fragment"><pre> + f1 = 5; + f2 = 10; + f3 = 1; + gain = 1; + fs = 10; <span class="comment">% sampling frequency</span> + nsecs = 100; <span class="comment">% number of seconds to be generated</span> + p = [pz(f1) pz(f2)]; + z = [pz(f3)]; + pzm = pzmodel(gain, p, z); + a = ao(pzm, plist(<span class="string">'nsecs'</span>, nsecs, <span class="string">'fs'</span>,fs)) + +</pre></div> +The output will be an analysis object <tt>a</tt> containing the time series with the spectrum described by the input pole-zero model. +</p> + + +