在MATLAB中模拟平稳随机过程

Simulation of Stationary Random Process with MATLAB

叙述了平稳随机过程理论的基本定义 ,以及运用实谱分解方法模拟平稳随机过程的原理 .全面分析了在微型计算机上使用MATLAB软件模拟平稳随机过程的注意事项 ,包括 :信号源的选取 ,仿真算法和相应参数的设置 ,由于功率谱密度的不同定义而需要进行相应的调整等 3个方面 .结合大气紊流和航空母舰在海上的随机运动的 2个实例 ,给出了在MATLAB中模拟类似过程的方法 ,并对结果进行了检验 .分析表明在MATLAB中能够较好地模拟平稳随机过程 .

The basic definitions of stationary random process and the principles of using spectrum decomposing to simulate the stationary random process were given. The three important factors to be considered when simulating stationary random process with MATLAB including selection of signal source, simulating algorithm and corresponding parameters, and regulation caused by different definition of the power spectral density. The procedure of simulating stationary random processes with MATLAB was illustrated by two examples: air turbulence and aircraft carrier motion at sea. The tested simulation results indicate that stationary random process can be simulated very well with MATLAB.