Wednesday, April 9, 2008

[AD 8] Additive Gaussian Noise : Effect of Cor.Time

In some of the more ballistic experimental data, the VAC seems to indicate an exponentially decaying correlation (probably followed by the expected PL decay, which might be on a too low level to be observable. The PL can be clearly seen in the PSD and MSD, however). Could this indicate that the additive noise is actually not white, but exponentially correlated with a characteristic time tau?

Simulated effect of varying tau on the MSD:

And the effect on the kurtosis:

Note that the used noise has a Gaussian PDF, so there should be no leptocurtic behaviour (The veloity phase distribution is a box [-pi,+pi].

No comments:

Post a Comment