Ole, > I'm simulating some noise to try to improve my somewhat sketchy > understanding of what goes on with the various noise types as shown on an > ADEV plot. Nothing fancy, ~3600 points of gaussian random numbers between 0 > and 1 in excel, imported into Timelab as phase data, scaled to ns.
I forgot to mention this page where I use Stable32 and TimeLab to look at all 5 noise types: http://leapsecond.com/pages/adev-fm/ > You are correct, my statement was imprecise - I generate numbers between 0 > and 1, but then multiply that with a function in Excel that yields a normal > distribution with a standard distribution of 1. If you suspect problems with Excel, perhaps try something in Python or C instead. That also will make it possible to work with millions of points when necessary. For random numbers I use ancient code by George Marsaglia, and also Mersenne Twister 19937. To convert uniform [0-1] random to Gaussian I use: // Get normal (Gaussian) random sample with mean 0 and standard deviation 1 // See https://en.wikipedia.org/wiki/Marsaglia_polar_method double normal (void) { // Use Box-Muller algorithm double u1 = genrand1(); double u2 = genrand1(); double r = sqrt(-2.0 * log(u1)); double pi = 4 * atan(1); double theta = 2.0 * pi * u2; return r * sin(theta); } /tvb _______________________________________________ time-nuts mailing list -- [email protected] To unsubscribe, go to http://lists.febo.com/mailman/listinfo/time-nuts_lists.febo.com and follow the instructions there.
