_input_generator

Functions:

Name	Description
gen_gbn_seq	Generate sequence of inputs GBN.
gen_rw_seq	Generate a sequence of inputs as Random walk.

gen_gbn_seq

gen_gbn_seq(
    n_samples: int,
    p_swd: float,
    n_min: int = 1,
    scale: tuple[float, float] = (-1.0, 1.0),
    tol: float = 0.01,
    nit_max: int = 30,
    seed: int | None = None,
) -> tuple[ndarray, float, int]

Generate sequence of inputs GBN.

Generate Generalized Binary Noise (GBN), apseudo-random binary sequence.

Parameters:

Name	Type	Description	Default
n_samples	int	sequence length (total number of samples)	required
p_swd	float	desired probability of switching (no switch: 0<x<1 :always switch)	required
n_min	int	minimum number of samples between two switches	1
scale	tuple[float, float]	upper and lower values of the sequence	(-1.0, 1.0)
tol	float	tolerance on switching probability relative error	0.01
nit_max	int	maximum number of iterations to get the desired switching probability	30

Return

array of given length and switching probability. actual probability of switching (which may differ a little from p_swd according to tol. number of switches in the sequence.

Examples:

Generating an array of length equal to 1000, 10% of switch probability, switching at least every 20 samples, between -10 or 5;

>>> bn_b, p_sw_b, Nswb = gen_gbn_seq(1000, 0.1, 20, (-10, 5))

References

Y. Zhu. Multivariable System Identification For Process Control. 2001.

gen_rw_seq

gen_rw_seq(
    n_samples: int,
    rw0: float,
    sigma: float = 1.0,
    seed: int | None = None,
) -> ndarray

Generate a sequence of inputs as Random walk.

Generate a random signal sequence (a random walk from a normal distribution).

Parameters:

Name	Type	Description	Default
n_samples	int	sequence length (total number of samples);	required
sigma	float	standard deviation (mobility) of randow walk	1.0
rw0	float	initial value	required

Parameters:

Name	Type	Description	Default
n_samples	int	sequence length (total number of samples)	required
rw0	float	initial value	required
sigma	float	standard deviation (mobility) of random walk	1.0
seed	int | None	seed for random number generator	None

Return

array of given length and switching probability. actual probability of switching (which may differ a little from p_swd according to tol. number of switches in the sequence.

Examples:

Generating an array of length equal to 1000, 10% of switch probability, switching at least every 20 samples, between -10 or 5;

>>> bn_b, p_sw_b, Nswb = gen_gbn_seq(1000, 0.1, 20, (-10, 5))

References

Y. Zhu. Multivariable System Identification For Process Control. 2001.