Fa2004 16.33312-6 mplementing a PSD in Matlab . Simulink has a Band-Limited White noise block that can be used for continuous systems Primary difference from the Random Number block is that this block produces output at a specific sample rate, which is related to the correlation time of the noise Continuous white noise has a correlation time of 0= flat power spectral density(PSD), and a covariance of infinity Non-physical, but a useful approximation when the noise distur- bance has a correlation time that is small relative to the natural bandwidth of the system Can simulate effect of white noise by using a random sequence with a correlation time much smaller than the shortest time con stant of the system Band-Limited White Noise block produces such a sequence where the correlation time of the noise is the sample rate of the block For accurate simulations, use a correlation time t much smaller han the fastest dynamics fmax of the system 12丌 100 fmaxFall 2004 16.333 12–6 Implementing a PSD in Matlab • Simulink has a Band­Limited White Noise block that can be used for continuous systems. – Primary difference from the Random Number block is that this block produces output at a specific sample rate, which is related to the correlation time of the noise. • Continuous white noise has a correlation time of 0 ⇒ flat power spectral density (PSD), and a covariance of infinity. – Non­physical, but a useful approximation when the noise distur￾bance has a correlation time that is small relative to the natural bandwidth of the system. – Can simulate effect of white noise by using a random sequence with a correlation time much smaller than the shortest time con￾stant of the system. • Band­Limited White Noise block produces such a sequence where the correlation time of the noise is the sample rate of the block. – For accurate simulations, use a correlation time tc much smaller than the fastest dynamics fmax of the system. 1 2π tc ≈ 100 fmax