Ignacio Deza Ignacio.Deza@uwe.ac.uk
Associate Lecturer - CATE - CCT - UCCT0001
qNoise: A generator of non-Gaussian colored noise
Deza, Juan Ignacio; Ihshaish, Hisham
Authors
Hisham Ihshaish Hisham.Ihshaish@uwe.ac.uk
Senior Lecturer in Information Science
Abstract
We introduce a software generator for a class of colored (self-correlated) and non-Gaussian noise, whose statistics and spectrum depend on two param- eters, q and τ. Inspired by Tsallis’ nonextensive formulation of statistical physics, the so-called q-distribution is a handy source of self-correlated noise for a large range of applications. The q-noise—which tends smoothly for q = 1 to Ornstein–Uhlenbeck noise with autocorrelation τ—is generated via a stochastic differential equation, using the Heun method (a second order Runge–Kutta type integration scheme). The algorithm is implemented as a stand-alone library in C++, and is made available as open source in the Github repository. Noise’ statistics can be specified handily; by only varying parameter q: it has compact support for q < 1 (sub-Gaussian regime) and finite variance up to q = 5/3 (supra-Gaussian regime). Once q is fixed, noise’ autocorrelation can be tuned independently by means of parameter τ. The presented qNoise generator provides a readily tool to modeling wide range of real-world noise types, and is suitable to study the effects of correlation and deviations from the normal distribution in systems of stochastic differen- tial equations, key to understand system dynamics in numerous applications. The effect of noises’ statistics on the response of a range of nonlinear systems is briefly discussed. In many of these examples, the systems’ response turns optimal for some q ̸= 1. Hence, this paper aims to introduce qNoise gen- erator for C++ at the class level and evaluate the kind of noise it generates, alongside their use in a range of applications.
Citation
Deza, J. I., & Ihshaish, H. (2022). qNoise: A generator of non-Gaussian colored noise. SoftwareX, 18, Article 101034. https://doi.org/10.1016/j.softx.2022.101034
Journal Article Type | Article |
---|---|
Acceptance Date | Feb 24, 2022 |
Online Publication Date | Mar 22, 2022 |
Publication Date | 2022-06 |
Deposit Date | Jan 7, 2022 |
Publicly Available Date | Mar 22, 2022 |
Journal | SoftwareX |
Electronic ISSN | 2352-7110 |
Publisher | Elsevier |
Peer Reviewed | Peer Reviewed |
Volume | 18 |
Article Number | 101034 |
DOI | https://doi.org/10.1016/j.softx.2022.101034 |
Public URL | https://uwe-repository.worktribe.com/output/8535330 |
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Qnoise: A generator of non-Gaussian colored noise
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Licence
http://creativecommons.org/licenses/by/4.0/
Publisher Licence URL
http://creativecommons.org/licenses/by/4.0/
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