Simulating noise with Yuler and Burg

The problem is that the generated sequences tend to diverge and produce large values, which may not be normal. Kalman filter can be used to estimate the error in the sequences, rather than directly integrating the values from the simulation. This may be a better approach for managing the noise in the sequences. In summary, the conversation discusses the use of functions in python to analyze recorded data and generate sequences using an auto-regressive model with white noise. However, there may be an issue with the generated sequences diverging and producing large values. It is suggested to use a Kalman filter to estimate the error instead of directly integrating the values from the simulation.
  • #1
ramesses
17
0
Hi
After removing high frequency white noise in my INS sensor, I want to simulate low frequency noise with Burg or Yuler.
I used some functions in python to analyse the recorded data and to get parameters to use.
But the the problem is the sequences generated diverge (and take very big values), is that normal ?
I use the following equation :
XN+4=XN+3*C3+XN+2*C2+XN+1*C1+W1
where W1 is white noise.
I have another question.
Why I have to use kalman filter to estimate the error ?
Why not to integrate directly the value given by the simulation ?
 
Engineering news on Phys.org
  • #2
I have no idea what you wrote. Is that English? :bow:

It seems to be some sort of auto-regressive model, but I don't recognize the math. Perhaps if that were clearer (use that little Σ button if it helps) more people would respond.

Also another forum might find more people familiar with this sort of math.
 
  • #3
English is my 3rd language :wink:
XN=Σ3i=0Xi*Ci +W1
 

1. What is the purpose of simulating noise with Yuler and Burg?

The purpose of simulating noise with Yuler and Burg is to create a model of random fluctuations or disturbances that occur in real-world data. This can help researchers better understand and analyze the effects of noise on their data.

2. How do Yuler and Burg methods simulate noise?

Yuler and Burg methods simulate noise by generating a random sequence of numbers using statistical techniques. These numbers are then added to the original data to create a noisy version of the data.

3. What is the difference between Yuler and Burg methods?

The main difference between Yuler and Burg methods is the way they estimate the parameters of the random sequence of numbers. Yuler method uses a linear prediction model, while Burg method uses a more sophisticated autoregressive model.

4. Can Yuler and Burg methods be used for any type of data?

Yes, Yuler and Burg methods can be used for any type of data as long as the data follows a stationary process, meaning that its statistical properties do not change over time.

5. How can simulating noise with Yuler and Burg help in data analysis?

Simulating noise with Yuler and Burg can help in data analysis by allowing researchers to test the robustness of their data analysis methods against different levels of noise. It can also help in identifying the impact of noise on the results and in developing strategies to minimize its effects.

Similar threads

How Do I Add Voltage Noise in LTspice and Analyze Its Response?
    • Electrical Engineering
Replies
3
Views
6K
Op-amp compensation of cascade fudges audio signal oddly
    • Electrical Engineering
Replies
3
Views
797
White noise energy vs. frequency components energy.
    • Electrical Engineering
Replies
2
Views
3K
Understanding White Noise Behaviour in an Ideal Mixer - SNR Unchanged"
    • Electrical Engineering
Replies
2
Views
1K
Improving Frequency Resolution with Window Functions in FFT Calculations
    • Electrical Engineering
Replies
3
Views
1K
Modern Digital Audio: Understanding Dither and Oversampling in Hi-Res Age"
    • Computing and Technology
Replies
9
Views
1K
Filtering Data Signals to Reduce Noise: Solutions?
    • Electrical Engineering
Replies
11
Views
2K
Confused about the Signal to Noise Ratio
    • General Engineering
Replies
4
Views
2K
I Two-Mass Oscillator: Plotting Amplitudes Over Frequencies in Hertz
    • Mechanics
Replies
5
Views
360
ABC reference frame synchronous generator modelling in Ltspice
    • Electrical Engineering
Replies
1
Views
944

Hot Threads

Recent Insights

Back
Top