https://github.com/echeynet/randomprocess

Minimalist Matlab implementation of a random process generation in one point
https://github.com/echeynet/randomprocess

power-spectral-density random-process spectral-method stochastic-process time-series

Last synced: 10 months ago
JSON representation

Minimalist Matlab implementation of a random process generation in one point

• Host: GitHub
• URL: https://github.com/echeynet/randomprocess
• Owner: ECheynet
• License: bsd-3-clause
• Created: 2020-06-11T19:37:22.000Z (about 6 years ago)
• Default Branch: master
• Last Pushed: 2023-08-11T07:42:01.000Z (almost 3 years ago)
• Last Synced: 2025-03-08T21:45:21.015Z (over 1 year ago)
• Topics: power-spectral-density, random-process, spectral-method, stochastic-process, time-series
• Language: MATLAB
• Size: 425 KB
• Stars: 2
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

          
# One-point random process generation

Minimalist Matlab implementation of a random process generation in one point

[![View One-point random process generation on File Exchange](https://www.mathworks.com/matlabcentral/images/matlab-file-exchange.svg)](https://se.mathworks.com/matlabcentral/fileexchange/76854-one-point-random-process-generation)

[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.3890406.svg)](https://doi.org/10.5281/zenodo.3890406)



## Summary

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.

## Content

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.

## Example

![Comparison between the target and estimated power-spectral density for turbulence data](illustration.jpg)