Simulink里Band-limited White Noise模块所产生的白噪音的功率和方差之间的关系：

variance = noisepower * Fc

where Fc is the sampling frequency.

To produce the correct intensity of this noise, the covarianceof the noise is scaled to reflect the implicit conversion from a continuousPSD to a discrete noise covariance. The appropriate scale factor is 1/tc,where tc is the correlation time of the noise. This scaling ensuresthat the response of a continuous system to the approximate whitenoise has the same covariance as the system would have to true whitenoise. Because of this scaling, the covariance of the signal fromthe Band-Limited White Noise block is not the same as the Noisepower (intensity) parameter. This parameter is actuallythe height of the PSD of the white noise. This block approximatesthe covariance of white noise as the Noise power dividedby tc.

Ref. http://www.mathworks.co.uk/help/toolbox/simulink/slref/bandlimitedwhitenoise.html

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noise variance and power of the Band-Limited White Noise in Simulink

Simulink里Band-limited White Noise模块所产生的白噪音的功率和方差之间的关系：

variance = noisepower * Fc

noise variance and power of the Band-Limited White Noise in Simulink相关推荐

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