An immuno inspired approach to generate white noise

In this paper a new method to generate white noise is proposed. This method is based on viewing the white noise generation as an optimization problem and solving this problem with an immuno inspired algorithm. The white noise approximation obtained with the proposed method is nearer the ideal white...

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Bibliographic Details
Main Authors: Giesbrecht, M., Bottura, C. P.
Format: Conference Proceeding
Language:English
Subjects:
Covariance matrix
Equations
Generators
Mathematical model
Matrix decomposition
Time series analysis
White noise
Online Access:Request full text
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Summary:In this paper a new method to generate white noise is proposed. This method is based on viewing the white noise generation as an optimization problem and solving this problem with an immuno inspired algorithm. The white noise approximation obtained with the proposed method is nearer the ideal white noise than a series generated with a known pseudo random generator. The signal obtained with the new method was also applyed to discrete time series state space realization problem implying on results improvement.
DOI:10.1109/IWACI.2011.6160106