Relationship between noise power in a Band-Limited White Noise block VS Variance in a Random Number block

조회 수: 134 (최근 30일)
What is the relationship between Noise Power in a Band-Limited White Noise block and the Variance in a Random Number block?
For example, if we use 0.1 for the former and 100 for the latter, with a sampling time of 0.001, we get the same results (besides the band limitation, which is not apparent here, but can be seen if we do a PSD; it will have a small effect, but let's forget about it).
After some numerical experiments, I guess that it is:
But what is reason/formula behind it?
I went over the documentation and googled it, but I do not find a simple formula to compute one from the other, and I feel this should be pretty simple.
Thanks
PS: the motivation is to translate specs from another software into Matlab.
  댓글 수: 1
Jason Xie
Jason Xie 2022년 2월 2일
The 'bandlimited white noise source' is specified by white noise's Power Spectrum Density (PSD), which is Power per Unit Frequency (V^2/Hz, power is indicated by V^2 usually in circuit design). (It is termed as Noise Power in the setting, but it is actually Power Spectrum Density)
Suppose your smallest time step (or sample time) in your Simulink is dt, then the maximum frequency range you can get is 0 to 1/dt. Noise power is specified by V^2 = (Voltage_standard_deviation)^2 = Variance. If your simulation length is N (fixed time step solver), then your frequency resolution or Unit Frequency is Fs/N.
So, set PSD = (Voltage_std)^2 / (1/dt), and set SAMPLE time as dt, run Simulink, send white noise output to workspace (array), run std() to see Voltage_std that you just set.
Plot PSD
f = Fs*linspace(0,1,N)
semilogx(f, 20*log10(abs(fft(noise)))
By doing so, it is equivalent to using 'rand number generator' by setting the same VARIANCE and SAMPLE TIME.

댓글을 달려면 로그인하십시오.

채택된 답변

Honglei Chen
Honglei Chen 2019년 4월 18일
You may want to look at the Algorithm section of the following doc page
Basically the variance can be considered as 0.1/(1/0.001) which equals 100.
HTH
  댓글 수: 3
SV
SV 2019년 11월 14일
I have to found the relationship between the noise power and the variance. if i have the variance, for example 0.003, and the sample time Ts =1, the noise power is equal to the variance? the formula above is right?
Thanks.
632541
632541 2021년 2월 18일
To feed the band limited whilte noise , what value should i give in noise power section of the block if i want to produce the noise with noise floor of 0.5nV/rtHz.?
Please clarify this..

댓글을 달려면 로그인하십시오.

추가 답변 (0개)

카테고리

Help CenterFile Exchange에서 Signal Generation에 대해 자세히 알아보기

제품


릴리스

R2017b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by