SU1325473A1 - Random process generator - Google Patents

Abstract

The invention relates to specialized means of computing and can be used in the simulation of electronic systems and automatic control systems. The purpose of the invention is to expand the class of simulated random processes. This is achieved in that the device containing the primary noise source 1, the integrator 3, the output of which is the output of the device and is connected to the input of the nonlinear function converter 4, has additionally introduced a voltage multiplication unit 2, the first input of which is connected to the output of the primary noise source 1 , the second - to the output of the nonlinear inertialess converter 4, and the output - to the input of the integrator 3. 1 Il. S (L / h OS IsD SP N with

Description

The invention relates to the specialized means of computing and can be used in the simulation of radio electronic systems and automatic control systems.

The purpose of the invention is to expand the field of application of the generator due to the formation of processes with non-differentiable distributions.

The drawing shows a block diagram of the generator.

The generator contains a primary source of noise I, a multiplier 2, an integrator 3, a nonlinear converter 4.

The generator works as follows.

Let at time t, the voltage at the output of the integrator 3 is the output of the device, is equal to K (i), therefore, the output of the integrator is the voltage. The voltage X (t) from the output of the device is fed to the input of the nonlinear converter 4, where a functional transformation of the process X (t) is realized according to some law g (X). At time t, the voltage at the output of converter 4 is g A (t). The voltage at the output of source 1 is equal to kn (t), where k is a given constant value; n (t) is a random process with a normalized spectral density.

Thus, at the time t at the output of the multiplier 2, the voltage is kn (t) (t). But the output voltage of multiplier 2 is the input voltage

„ClWt)

integrator 3, which is WAT,),

-g

sledJ ((t) (t) (1)

The proposed device models a stochastic differential equation (1). If n (t) is white noise, then the random process (t) described by equation (1), the Markovian and its stationary probability density of instantaneous values of stress is equal to

ten

i) (L);

iCal

(2)

where C is some constant selectable

from the normalization condition (O / I.; g (A,) is a functional dependence realized by converter 4. 5 Process X, (t), I AM solving the equation (1), has a correlation function of exponential type. Its correlation interval Tfe can be adjusted by changing the value of the parameter k:

01

from where O) is the dispersion of the process t (t) ,.

Claims (1)

Invention Formula 5 A random process generator, containing a primary noise source, an integrator, the output of which is the generator output and is connected to the input of a nonlinear converter, characterized in that, in order to expand the field of application 0 the account of the formation of processes with non-differentiable distributions, it contains a multiplier, the output of which is connected to the integrator input, the output of the primary noise source is connected to the first input of the multiplier, the second input of which is connected to the output of the nonlinear converter.