WOLFRAM SYSTEM MODELER

NormalNoiseProperties

Demonstrates the computation of properties for normally distributed noise

Diagram

Wolfram Language

In[1]:=
SystemModel["Modelica.Blocks.Examples.NoiseExamples.NormalNoiseProperties"]
Out[1]:=

Information

This information is part of the Modelica Standard Library maintained by the Modelica Association.

This example demonstrates statistical properties of the Blocks.Noise.NormalNoise block using a normal random number distribution with mu=3, sigma=1. From the generated noise the mean and the variance is computed with blocks of package Blocks.Math. Simulation results are shown in the next diagram:

The mean value of a normal noise with mu=3 is 3 and the variance of normal noise is sigma^2, so 1. The simulation results above show good agreement (after a short initial phase). This demonstrates that the random number generator and the mapping to a normal distribution have good statistical properties.

Parameters (5)

mu

Value: 3

Type: Real

Description: Mean value for normal distribution

sigma

Value: 1

Type: Real

Description: Standard deviation for normal distribution

pMean

Value: mu

Type: Real

Description: Theoretical mean value of normal distribution

var

Value: sigma ^ 2

Type: Real

Description: Theoretical variance of uniform distribution

std

Value: sigma

Type: Real

Description: Theoretical standard deviation of normal distribution

Outputs (2)

meanError_y

Default Value: meanError.y

Type: Real

sigmaError_y

Default Value: sigmaError.y

Type: Real

Components (11)

globalSeed

Type: GlobalSeed

noise

Type: NormalNoise

mean

Type: ContinuousMean

variance

Type: Variance

theoreticalVariance

Type: MultiProduct

meanError

Type: Feedback

theoreticalMean

Type: Constant

varianceError

Type: Feedback

theoreticalSigma

Type: Constant

standardDeviation

Type: StandardDeviation

sigmaError

Type: Feedback

Revisions

Date Description
June 22, 2015
Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter.
DLR Institute of System Dynamics and Control