User`s guide

8 Model Analysis
frequency response o f v(t).Tocomputev(t), which represents the actual noise
term in the system, use the following commands:
ysimulated = sim(m,data);
v = ymeasured-ysimulated;
ymeasured is data.y. v is the noise term v(t) , as described in “What Does a
Noise Spectrum Plot Show?” on page 8-40 and corresponds to the difference
between the simulated res po nse
ysimulated and the actual response
ymeasured.
To compute the frequency-response model of the actual noise, use
spa:
V = spa(v);
The too lbox uses the follow ing equation to compute the noise spectrum of
the actual noise:
Φ
vv
i
Re()ωτ
τ
ωτ
=
()
=−∞
∞
−
∑
The covariance function
R
v
is given in terms of E, which denotes the
mathematical expectation, as follows:
R Evtvt
v
ττ
()
=
()
−
()
To compare the parametric noise-model H to the (nonparametric)
frequency-response estimate of the actual noise v(t),use
bode:
bode(V,m('noise'))
If the parametric and the nonparametric estimates of the noise spectra are
different, then you might need a higher-order noise model.
8-46