blockVariance

Calculates the empirical variance of its input signal

Extends from Modelica.Blocks.Icons.Block (Basic graphical layout of input/output block).

Information

This block calculates the empirical variance of its input signal. It is based on the formula (but implemented in a more reliable numerical way):

y = mean(  (u - mean(u))^2  )

The parameter t_eps is used to guard against division by zero (the variance computation starts at <simulation start time> + t_eps and before that time instant y = 0).

The variance of a signal is also equal to its mean power.

This block is demonstrated in the examples UniformNoiseProperties and NormalNoiseProperties.

Parameters

TypeNameDefaultDescription
Advanced
SI.Timet_eps1e-7Variance calculation starts at startTime + t_eps

Connectors

TypeNameDefaultDescription
Modelica.Blocks.Interfaces.RealInputuNoisy input signal
Modelica.Blocks.Interfaces.RealOutputyVariance of the input signal

Revisions

Date Description
June 22, 2015
DLR logo Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter.
DLR Institute of System Dynamics and Control