Method for numerical simulation of two-term exponentially correlated colored noise
PHYSICAL REVIEW E, cilt.73, sa.4, 2006 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 73 Sayı: 4
- Basım Tarihi: 2006
- Doi Numarası: 10.1103/physreve.73.046114
- Dergi Adı: PHYSICAL REVIEW E
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Ankara Üniversitesi Adresli: Evet
Özet
A method for numerical simulation of two-term exponentially correlated colored noise is proposed. The method is an extension of traditional method for one-term exponentially correlated colored noise. The validity of the algorithm is tested by comparing numerical simulations with analytical results in two physical applications.