modelSignalBasedCorrelations
Tests for uncorrelated noise signals using signal-based generators
Extends from Modelica.Icons.Example (Icon for runnable examples).
Information
This example demonstrates the autocorrelation and cross correlation of two signal based noises using different seeds.
p-values for both cross correlation and autocorrelation are high. This means, we can assume uncorrelated signals – between two different seeds as well as within a single noise signal.
Components
| Type | Name | Default | Description |
|---|---|---|---|
| Sources.SignalBasedNoise | noise1 | ||
| Modelica.Blocks.Noise.GlobalSeed | globalSeed | ||
| Sources.SignalBasedNoise | noise2 | ||
| Statistics.CorrelationTest | crossCorrelationTest | ||
| Statistics.AutoCorrelationTest | autoCorrelationTest | ||
| Modelica.Blocks.Sources.RealExpression | inputSignal |
Revisions
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Copyright © DLR Institute of System Dynamics and Control Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter. DLR Institute of System Dynamics and Control |