Shaping Filter Simulation Modeling of Noise Signals

Abstract

A method for simulation modeling of noise signals based on a model of linear random processes is substantiated. The method consists in obtaining realizations as a response of a linear system (shaping filter) to the derivative of the generating process in the form of white noise. A modeling algorithm is also proposed. To check the reliability of the modeling algorithm, the estimates of the initial moments, correlation functions, spectral densities and probability density functions were compared with their theoretical values on the example of test signals with various parameters.