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How to generate a random signal consisting of the specified functions

Let's assume that I have some particular signal on the finite time interval which is described by function $f(t)$. It could be, for instance, a rectangular pulse with amplitude $a$ and period T; gaus ...
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1answer
320 views

Gauss Markov Process

I am trying to model a 1st order Gauss Markov Process (gyroscope drift). I know the Allan Variance characteristics of the process (bias instability, random walk characteristics). I know the model ...