gen_sin {simts}R Documentation

Generate a Sinusoidal Process given \alpha^2 and \beta.

Description

Simulates a Sinusoidal Process Process with parameter \alpha^2 and \beta

Usage

gen_sin(N, alpha2 = 9e-04, beta = 0.06, U = 1)

Arguments

N

An integer for signal length.

alpha2

A double that contains the squared amplitude parameter alpha2.

beta

A double that contains the angular frequency parameter beta.

Value

sn A vec containing the sinusoidal process.

Generation Algorithm

The function first generates a initial cycle oscillation at t=0 from a Uniform law with parameter a = 0 and b = 2 * pi and then compute the signal from its definition

X_t = \alpha \sin(\beta t + U)

.


[Package simts version 0.2.2 Index]