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

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

White noise simulation

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

You can simulate the white noise effect by using a random sequence with a correlation time much smaller than the smallest time constant of the system. Block Band-Limited White Noise creates exactly such a sequence. The correlation time of the noise in it coincides with the sampling frequency of the block. For accurate modeling, use a correlation time much shorter than the time constant of the fastest part of the system. You can get good results by specifying

,

where — the bandwidth of the system in rad/sec.

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

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

Details

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

Default value

0.1

Program usage name

Cov

Tunable

Yes

Evaluatable

Yes

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

Details

Specify the interval between the calculation steps as a non-negative number.

Default value

0.1

Program usage name

Ts

Tunable

No

Evaluatable

Yes

# Seed — initial value
Scalar / array of Int64

Details

The initial number for the random number generator, specified as a scalar, vector, or matrix. The values must be positive, valid, and finite. If the initial number is unchanged, then the generated output sequence will not change.

Default value

23341

Program usage name

seed

Tunable

No

Evaluatable

Yes

Additional options

C code generation: Yes