White Noise
Purpose
Generate normally distributed random numbers
Library
Control / Sources
Description
The White Noise block generates normally distributed (Gaussian) random numbers for modeling band-limited white noise. The mean and the standard deviation of the underlying distribution can be configured in the component dialog. Fig. 147 illustrates the distribution for three different sets of parameters.
Fig. 147 Gaussian distribution
The seed of the generator initializes the algorithm at the simulation start. For the same seed, the sequence of random numbers is reproduced in every simulation run. If this behavior is undesired, the system time can be used as a seed. To minimize correlation effects, it is recommended to use different seeds if multiple random generators are used in one model.
Parameters
- Mean \(\mu\)
The mean value of the distribution.
- Standard deviation \(\sigma\)
The standard deviation of the distribution.
- Seed
The seed used to initialize the White Noise generator.
- Sample time
A scalar specifying the sampling period or a two-element vector specifying the sampling period and offset, in seconds \((\mathrm{s})\), used for generating random output values. See also Sample Times.
References
Mersenne Twister: http://en.wikipedia.org/wiki/Mersenne_twister
Leva, J. L., “A Fast Normal Random Number Generator”, ACM Transactions on Mathematical Software, vol. 18, no. 4, pp. 449-453, 1992.