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Automatically exported from code.google.com/p/azimuthproject
I think Simulink is the ideal tool to do these kind of simulations, however,
this is the quick and dirty Matlab code to do this, if anyone wants to try:
beta=1;lambda=0.1;
dv=@(t,v) [-v(2);v(1)]+beta*v-vโ*v*v+lambda*randn(2,1);
[t,v]=ode45(dv,[0 10],[0 2]);
plot(v(:,1),v(:,2));axis([-2 2 -1.5 2])
The first line sets up the parameters, the second sets up the dynamical system
(where v is the vector having x and y as components), the third solves the ode
from 0 to 10 seconds, with an initial condition of [0 2], and the fourth line
plots the results (use plot(t,v(:,1)) to plot the first component versus time).
The plots are smoother than the one shown above, perhaps because I have assumed
that the variance of the white noise is 1, and maybe a larger one was assumed
above. Multiplying lambda by 10 produces very similar plots.
Original issue reported on code.google.com by [email protected]
on 27 Dec 2010 at 2:06
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