On the Implementation of Noise in the Discrete Simulation of Continuous Systems

Abstract

This report discusses the implementation of system and process noise, including sensor errors and atmospheric turbulence, in the simulation of continuous models by digital computers. The concept of discrete white noise is first introduced in a manner in which it reduces to continuous white noise as the integration time interval reduces to zero. The derivation of first and second order Markov processes from white noise is then discussed. The discussion includes the consideration of a suitable difference algorithm to approximate differentiation. The treatment throughout has been aimed at providing the reader with the tools to implement a required power spectral density (or autocorrelation function) as noise in any discrete digital simulation model.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1982
Accession Number
ADA142055

Entities

People

  • K. H. Lloyd

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Atmospheric Motion
  • Computational Science
  • Computer Programs
  • Computers
  • Data Science
  • Difference Equations
  • Differential Equations
  • Digital Computers
  • Information Science
  • Markov Processes
  • Power Spectra
  • Probability
  • Random Variables
  • Stochastic Processes
  • Time Intervals
  • Turbulence

Readers

  • Acoustics.
  • Approximation Theory.
  • Computational Modeling and Simulation