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Analysis and simulation of stochastic signals in control

  • Zhen He*
  • , Yi Wang
  • , Wen Ya Zhou
  • , Chang Hao Zhou
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

The mathematical models of stochastic signals used in simulation are discussed. Detailed quantified analysis is given for the band-limited white noise module and its parameters. The generation of colored noises in simulation and its verification are also discussed. The mathematical model of the exponential correlation process is analyzed. It is pointed out that the equal distribution can be used in simulation instead of the Poisson distribution to produce an exponential correlation process, and the related M-function is given. An approximate method of generating the exponential correlation process from BLWN module is also discussed.

Original languageEnglish
Pages (from-to)2014-2016+2041
JournalXitong Fangzhen Xuebao / Journal of System Simulation
Volume18
Issue number7
StatePublished - Jul 2006

Keywords

  • Exponential correlation
  • Simulation model
  • Stochastic signal
  • White noise

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