Minimalist Matlab implementation of a random process generation in one point
A stationary Gaussian random process is generated using the spectral method. This means that the function requires only two inputs: the target power spectral density (PSD) and the associated frequency vector.
The present submission contains:
- The function randomProcess.m, which generates the (random) time series associated with a target PSD
- An example file Documentation.mlx, which illustrates the generation of the random process using the case of atmospheric turbulence
- The function getSamplingPara.m, which computes the target frequency vector and the associated time vector.
Any question, suggestion or comment is welcome.
Cheynet, E. Minimalist Matlab Implementation of a Random Process Generation in One Point. Zenodo, 2020, doi:10.5281/ZENODO.3890406.
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Inspired: Stationarity test
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!