The generation of a random process with a spectrum with fractional power

A method is described to generate a random Gaussian process with a power spectrum with fractional power, for example the von Karman spectrum for atmospheric turbulence. The method uses digital filtering of a white noise process and it is based on the use of fractional derivatives. An algorithm to generate the process is presented.

Digital filtering methods, with applications to satellite attitude determination in the presence of modelling errors. Part I: theory

The report reviews a number of digital filtering methods and gives examples of their application. The methods include batch processing methods and rec\irsive methods, not only in the classical formulations but also in square-root formulations. The latter formulations have the purpose to prevent certain numerical inconveniences. Much attention is...