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Integrate with LTPDAPreferences
author
Daniele Nicolodi <nicolodi@science.unitn.it>
date
Mon, 05 Dec 2011 16:20:06 +0100 (2011-12-05)
parents
f0afece42f48
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+ − <p>
+ −
+ − Generating non-white random noise means producing arbitrary long time series with a given spectral density.
+ − Such time series are needed for example for the following purposes:
+ − </p>
+ − <p>
+ − <ul>
+ − <li> To generate test data sets for programs that compute spectral densities, </li>
+ − <li> as inputs for various simulations.</li>
+ − </ul>
+ − </p>
+ − <p>
+ − One way of doing this is to apply digital filters (FIR or IIR) to white input noise.<br/>
+ − This approach is effectively implemented for the generation of <a href="ndim_ng.html"> multichannel noise </a>
+ − with a given cross spectral density. <br/>
+ − Multichannel transfer functions are identified by an automatic fit procedure based
+ − on a modified version of the vector-fitting algorithm
+ − (see <a href="zdomainfit.html"> Z-Domain Fit </a> for further details on the algorithm). <br/>
+ − Partial fraction expansion of multichannel transfer functions and the implementation of
+ − <a href="sigproc_dfilt.html">filter</a> state initialization avoid the presence of unwanted 'warm-up period'.
+ − </p>
+ −
+ − <p>
+ − A different approach is implemented in LTPDA as <a href="franklin_ng.html">Franklin noise-generator</a>.<br/>
+ − 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/>
+ − </p>