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One-point random process generation

version 1.0 (60.4 KB) by E. Cheynet
Minimalist Matlab implementation of a random process generation in one point using the spectral method


Updated 11 Jun 2020

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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.

Cite As

Cheynet, E. Minimalist Matlab Implementation of a Random Process Generation in One Point. Zenodo, 2020, doi:10.5281/ZENODO.3890406.

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Comments and Ratings (3)

Shuai Huang

Yulong ZHANG

Pablo Silva

MATLAB Release Compatibility
Created with R2019b
Compatible with R2018a and later releases
Platform Compatibility
Windows macOS Linux

Inspired: Stationarity test

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