how can i generate a White Gaussian Noise in Matlab 2009
in [Matlab]
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From: TideMan on 26 May 2010 06:50 On May 26, 10:18 pm, "Artur Racu" <arturr...(a)yahoo.com> wrote: > "Artur Racu" <arturr...(a)yahoo.com> wrote in message <htilhq$m7...(a)fred.mathworks.com>... > > hy all, > > > so i hope what my problem is clear to everyone, i need to generate a WGN(actually i need those values becouse i want to implement them in Eurostag), > > > thank you, > > > Artur > > so...any ideas how can i obtain Gauss curve values, > thank you Use randn, you silly man. How else?
From: Artur Racu on 26 May 2010 07:38 TideMan <mulgor(a)gmail.com> wrote in message <9c8a0f15-c6d7-495b-aba3-11380fc8ab4c(a)23g2000pre.googlegroups.com>... > On May 26, 10:18 pm, "Artur Racu" <arturr...(a)yahoo.com> wrote: > > "Artur Racu" <arturr...(a)yahoo.com> wrote in message <htilhq$m7...(a)fred.mathworks.com>... > > > hy all, > > > > > so i hope what my problem is clear to everyone, i need to generate a WGN(actually i need those values becouse i want to implement them in Eurostag), > > > > > thank you, > > > > > Artur > > > > so...any ideas how can i obtain Gauss curve values, > > thank you > > Use randn, you silly man. How else? thank you Tideman but in the future please be more polite otherwise it's better do not give answers
From: Steven Lord on 26 May 2010 09:49 "Artur Racu" <arturracu(a)yahoo.com> wrote in message news:htiq5s$lld$1(a)fred.mathworks.com... > TideMan <mulgor(a)gmail.com> wrote in message > <9267ac3c-bdc7-4582-b2d2-747404c2bc6e(a)y18g2000prn.googlegroups.com>... >> On May 26, 9:22 pm, "Artur Racu" <arturr...(a)yahoo.com> wrote: >> > "David Young" <d.s.young.notthis...(a)sussex.ac.uk> wrote in message >> > <htio66$ch...(a)fred.mathworks.com>... >> > > I don't know what Eurostag is, but in Matlab the function I would use >> > > to generate an approximation to white Gaussian noise is randn. >> > >> > Eurostag is a tool used for dynamic computation of power systems, i >> > want to creat a signal(white gausian noise) so i can make a disturbance >> > in power system and after to analyse different things; >> > >> > for example n=randn(10) if you take the mean of each column you will >> > see that the mean is not zero(for white noise the main roule is t have >> > the mean zero) >> > >> > could you please help me on that, >> > >> > thank you >> >> Oh, don't be so silly!! >> Of course the mean will be different from zero with only 10 numbers. >> Now try this: >> mean(randn(1000000,1)) >> Is that close enough to zero for you? >> If not, try this: >> mean(randn(100000000,1)) > it is ok...but you know then the chief want that the mean to be zero it is > very hard to convience him that this answer is good In theory, the mean of a set of numbers generated using RANDN will be 0. In practice, it won't. Here's a smaller example that may convince your chief that expecting exactly the theoretical result in practice is not always a good idea. Take a six-sided die and roll it once. The mean value of the "sequence" of numbers generated by that roll is whatever number came up on the die -- but the theoretical mean is 3.5. That's not achievable with one roll of that standard die. Even if you choose to roll that die a large odd number of times, you will never be able to achieve the theoretical mean of that number of rolls as all the numbers on the die are integers. If that argument doesn't work, then point him to Wikipedia (particularly the second example on this page): http://en.wikipedia.org/wiki/Law_of_averages If nothing else that should occupy him for a few hours following links to interesting topics :) -- Steve Lord slord(a)mathworks.com comp.soft-sys.matlab (CSSM) FAQ: http://matlabwiki.mathworks.com/MATLAB_FAQ To contact Technical Support use the Contact Us link on http://www.mathworks.com
From: Walter Roberson on 26 May 2010 10:40 Artur Racu wrote: > it is ok...but you know then the chief want that the mean to be zero it > is very hard to convience him that this answer is good So subtract off the mean that you do get, and the result will be have a mean of 0 (to within round-off error.) On the other hand, if you do that, you are generating data with one less degree of freedom than if you leave the mean alone, and any such constrained data would, by definition, not be WGN.
From: Artur Racu on 26 May 2010 11:21
"Steven Lord" <slord(a)mathworks.com> wrote in message <htj8tb$leh$1(a)fred.mathworks.com>... > > "Artur Racu" <arturracu(a)yahoo.com> wrote in message > news:htiq5s$lld$1(a)fred.mathworks.com... > > TideMan <mulgor(a)gmail.com> wrote in message > > <9267ac3c-bdc7-4582-b2d2-747404c2bc6e(a)y18g2000prn.googlegroups.com>... > >> On May 26, 9:22 pm, "Artur Racu" <arturr...(a)yahoo.com> wrote: > >> > "David Young" <d.s.young.notthis...(a)sussex.ac.uk> wrote in message > >> > <htio66$ch...(a)fred.mathworks.com>... > >> > > I don't know what Eurostag is, but in Matlab the function I would use > >> > > to generate an approximation to white Gaussian noise is randn. > >> > > >> > Eurostag is a tool used for dynamic computation of power systems, i > >> > want to creat a signal(white gausian noise) so i can make a disturbance > >> > in power system and after to analyse different things; > >> > > >> > for example n=randn(10) if you take the mean of each column you will > >> > see that the mean is not zero(for white noise the main roule is t have > >> > the mean zero) > >> > > >> > could you please help me on that, > >> > > >> > thank you > >> > >> Oh, don't be so silly!! > >> Of course the mean will be different from zero with only 10 numbers. > >> Now try this: > >> mean(randn(1000000,1)) > >> Is that close enough to zero for you? > >> If not, try this: > >> mean(randn(100000000,1)) > > it is ok...but you know then the chief want that the mean to be zero it is > > very hard to convience him that this answer is good > > In theory, the mean of a set of numbers generated using RANDN will be 0. > In practice, it won't. > Here's a smaller example that may convince your chief that expecting exactly > the theoretical result in practice is not always a good idea. > > Take a six-sided die and roll it once. The mean value of the "sequence" of > numbers generated by that roll is whatever number came up on the die -- but > the theoretical mean is 3.5. That's not achievable with one roll of that > standard die. Even if you choose to roll that die a large odd number of > times, you will never be able to achieve the theoretical mean of that number > of rolls as all the numbers on the die are integers. > > If that argument doesn't work, then point him to Wikipedia (particularly the > second example on this page): > > http://en.wikipedia.org/wiki/Law_of_averages > > If nothing else that should occupy him for a few hours following links to > interesting topics :) > > -- > Steve Lord > slord(a)mathworks.com > comp.soft-sys.matlab (CSSM) FAQ: http://matlabwiki.mathworks.com/MATLAB_FAQ > To contact Technical Support use the Contact Us link on > http://www.mathworks.com > thank you Steve Lord |