Title :
Continuous-Time Noise Modelling from Sampled Data
Author :
Pintelon, R. ; Schoukens, J. ; Guillaume, P.
Author_Institution :
Dept. of Elec., Vrije Universiteit Brussel
Abstract :
Most stochastic processes in engineering applications have an intrinsic continuous-time nature. Think, for example, of the noise generated by resistors and semiconductor devices. A few methods exist that identify continuous-time noise models from sampled data. In this paper, we introduce a method based on the concept of filtered band limited white noise, make an in depth analysis of the basic assumptions made by the different approaches, and discuss the pros and cons of each method. The method is particularly highlighted and illustrated on real measurements
Keywords :
continuous time systems; noise; signal sampling; stochastic processes; white noise; continuous-time noise model; sampled data; stochastic processes; white noise; Differential equations; Noise generators; Power generation; Protection; Signal processing; Signal sampling; Stochastic processes; Stochastic resonance; System identification; White noise; continuous-time; noise models; system identification;
Conference_Titel :
Instrumentation and Measurement Technology Conference, 2006. IMTC 2006. Proceedings of the IEEE
Conference_Location :
Sorrento
Print_ISBN :
0-7803-9359-7
Electronic_ISBN :
1091-5281
DOI :
10.1109/IMTC.2006.328301
