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Application of the moment condition to noise simulation and to stability analysis

机译:矩条件在噪声仿真和稳定性分析中的应用

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摘要

It is well-known that low frequency noises (flicker FM and random walk FM) are not stationary; it is not possible to define either the mean value or the (true) variance. Therefore, the use of a stationary approach yields convergence problems unless a low cut-off frequency is introduced, the physical meaning of which is not clear. The moment condition explains the link between insensitivity to drifts and convergence for low frequency noises in a stationary approach. This condition may be summarized by the following consideration: the divergence effect of a low frequency noise for the lowest frequencies induces a false drift with random drift coefficients; the lower the low cut-off frequency, the higher the variance of the coefficients of this drift. These variances may be known by theoretical calculations. The order of the drift is directly linked to the power law of the noise. The moment condition is demonstrated and applied for creating new estimators (new variances) and for simulating low frequency noises with a very low cut-off frequency.
机译:众所周知,低频噪声(闪烁FM和随机游走FM)不是平稳的;它是稳定的。无法定义平均值或(真实)方差。因此,除非引入了低截止频率,否则其物理意义尚不清楚,因此使用固定方法会产生收敛问题。矩条件解释了固定方法中对低频不敏感的漂移与收敛之间的联系。可以通过以下考虑来总结这种情况:低频噪声对最低频率的发散效应会引起具有随机漂移系数的虚假漂移;低截止频率越低,该漂移系数的方差越大。这些差异可以通过理论计算得知。漂移的顺序与噪声的幂律直接相关。演示了矩条件,并将其用于创建新的估计量(新的方差)以及模拟具有非常低的截止频率的低频噪声。

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