modelNormalNoiseProperties

Demonstrates the computation of properties for normally distributed noise

Extends from Modelica.Icons.Example (Icon for runnable examples).

Information

This example demonstrates statistical properties of the Blocks.Noise.NormalNoise block using a normal random number distribution with mu=3, sigma=1. From the generated noise the mean and the variance is computed with blocks of package Blocks.Statistics. Simulation results are shown in the next diagram:

The mean value of a normal noise with mu=3 is 3 and the variance of normal noise is sigma^2, so 1. The simulation results above show good agreement (after a short initial phase). This demonstrates that the random number generator and the mapping to a normal distribution have good statistical properties.

Parameters

TypeNameDefaultDescription
Realmu3Mean value for normal distribution
Realsigma1Standard deviation for normal distribution
RealpMeanmuTheoretical mean value of normal distribution
Realvarsigma^2Theoretical variance of uniform distribution
RealstdsigmaTheoretical standard deviation of normal distribution

Components

TypeNameDefaultDescription
Modelica_Noise.Blocks.Noise.GlobalSeedglobalSeed
Noise.NormalNoisenoise
Math.ContinuousMeanmean
Math.Variancevariance
Modelica.Blocks.Math.MultiProducttheoreticalVariance
Modelica.Blocks.Math.FeedbackmeanError
Modelica.Blocks.Sources.ConstanttheoreticalMean
Modelica.Blocks.Math.FeedbackvarianceError
Modelica.Blocks.Sources.ConstanttheoreticalSigma
Math.StandardDeviationstandardDeviation
Modelica.Blocks.Math.FeedbacksigmaError

Revisions

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