Method for numerical simulation of two-term exponentially correlated colored noise.
A method for numerical simulation of two-term exponentially correlated colored noise is proposed. The method is an extension of traditional method for one-term exponentially correlated colored noise. The validity of the algorithm is tested by comparing numerical simulations with analytical results in two physical applications.
Yilmaz
B
B
Physics Department, Middle East Technical University, 06531 Ankara, Turkey.
Ayik
S
S
Abe
Y
Y
Gokalp
A
A
Yilmaz
O
O