Engee documentation

Band-Limited White Noise

Continuous white noise.

blockType: Band-Limited White Noise

Path in the library:

/Basic/Sources/Band-Limited White Noise

Description

The Band-Limited White Noise block generates normally distributed random numbers that are suitable for usage in continuous or hybrid systems.

White noise modelling

In theory, continuous white noise has a correlation time equal to 0, a flat power spectral density (PSD) and a total energy equal to infinity. In practice, physical systems never experience perturbations in the form of white noise, yet white noise is a useful theoretical approximation in cases where the perturbation has a correlation time that is very small compared to the natural bandwidth of the system.

You can simulate the effect of white noise by using a random sequence with a correlation time much smaller than the smallest system time constant. The Band-Limited White Noise block creates just such a sequence. Its noise correlation time is the same as the block’s sampling frequency. For accurate modelling, use a correlation time much smaller than the time constant of the fastest part of the system. You can get good results by specifying

,

where is the throughput of the system in `rad/sec.

The main difference between this block and the Random Number block is that the Band-Limited White Noise block produces output data at a specific sampling rate. This frequency is related to the correlation time of the noise.

Ports

Output

# OUT_1 — normally distributed random numbers
scalar | vector | matrix

Details

Normally distributed random numbers in the form of a scalar, vector or matrix.

Data types

Float64.

Complex numbers support

No

Parameters

Main

# Noise power — white noise power spectral density
Scalar / array of real numbers

Details

White noise power spectral density of white noise as a scalar, vector or matrix.

Default value

0.1

Program usage name

Cov

Tunable

Yes

Evaluatable

Yes

# Sample time — interval between calculation steps
SampleTime (real number / vector of two real numbers)

Details

Specify the interval between calculation steps as a non-negative number. To inherit a calculation step, set this parameter to -1.

Default value

0.1

Program usage name

Ts

Tunable

No

Evaluatable

Yes

# Seed — initial value
Scalar / array of Int64

Details

An initial number for the random number generator, specified as a scalar, vector, or matrix. Values must be positive, valid, and finite. If the starting number is constant, the generated output sequence will not change.

Default value

23341

Program usage name

seed

Tunable

No

Evaluatable

Yes

Additional options

C code generation: Yes