How can I simulate non-Gaussian noise?

I'am studying  robust methods for processing  power electrical signals
in non-Gaussian noise. I know the mostly used method is M-Estimator
and have already implemented an algorithm to analyze power harmonics.
But how can I evaluate it and compare it  with other non-robust
methods. Besides impulsive noise, is there  any other non-Gaussian
noise? How can I simulate them?  Thanks in advance!!!!!

>I'am studying  robust methods for processing  power electrical signals
>in non-Gaussian noise. I know the mostly used method is M-Estimator
>and have already implemented an algorithm to analyze power harmonics.
>But how can I evaluate it and compare it  with other non-robust
>methods. Besides impulsive noise, is there  any other non-Gaussian
>noise? How can I simulate them?  Thanks in advance!!!!!

There is no bound to the kinds of non-Gaussian noise that you can
simulate.  Any noise with a pdf other than Gaussian is by definition
non-Gaussian noise.  You should start with what your application is, and
see if there is a good model for the kind of noise present in *your*
measurements, even if you are going to do a simulation of it.  Here are a
few models of practical importance:
http://www.tutorialsweb.com/rf-measurements/noise-figure/types-of-noise.htm

What is your application?  Are you trying to solve a "real" problem?

Emre

On Dec 30, 8:53&#4294967295;pm, jjdoc <tsaitow...@sina.com> wrote:
> I'am studying &#4294967295;robust methods for processing &#4294967295;power electrical signals
> in non-Gaussian noise. I know the mostly used method is M-Estimator
> and have already implemented an algorithm to analyze power harmonics.
> But how can I evaluate it and compare it &#4294967295;with other non-robust
> methods. Besides impulsive noise, is there &#4294967295;any other non-Gaussian
> noise? How can I simulate them? &#4294967295;Thanks in advance!!!!!

I think you are confusing the stationary distribution of a stochastic
process, with the color of the process.  For example, you can make
an impulsive noise with ANY distribution, since the two
characteristics
are independent of each other.

Maybe you can elaborate on the exact problem statement that you
are assigned?

On Dec 31, 10:13&#4294967295;am, "emre" <egu...@ece.neu.edu> wrote:
> >I'am studying &#4294967295;robust methods for processing &#4294967295;power electrical signals
> >in non-Gaussian noise. I know the mostly used method is M-Estimator
> >and have already implemented an algorithm to analyze power harmonics.
> >But how can I evaluate it and compare it &#4294967295;with other non-robust
> >methods. Besides impulsive noise, is there &#4294967295;any other non-Gaussian
> >noise? How can I simulate them? &#4294967295;Thanks in advance!!!!!
>
> There is no bound to the kinds of non-Gaussian noise that you can
> simulate. &#4294967295;Any noise with a pdf other than Gaussian is by definition
> non-Gaussian noise. &#4294967295;You should start with what your application is, and
> see if there is a good model for the kind of noise present in *your*
> measurements, even if you are going to do a simulation of it. &#4294967295;Here are a
> few models of practical importance:http://www.tutorialsweb.com/rf-measurements/noise-figure/types-of-noi...
>
> What is your application? &#4294967295;Are you trying to solve a "real" problem?
>
> Emre

Thany you, Emre. I've read that webpage, but I still don't know how to
simulte them.
If I want to simulate impulsive noise, how to write a matlab program?

>Thany you, Emre. I've read that webpage, but I still don't know how to
>simulte them.
>If I want to simulate impulsive noise, how to write a matlab program?
>
See below link:
http://en.wikipedia.org/wiki/Shot_noise#In_electronic_devices

You need to generate a Poisson random process.  If you have access to
Statistics toolbox for Matlab, "help random" in the command window. 
Otherwise you may write your own code.  (A quick google search should turn
up a lot on how to do that.)

But more importantly you should first understand what your problem really
calls for.  Try avoiding "a shot in the dark."

Emre

On Dec 30, 10:11&#4294967295;pm, jjdoc <tsaitow...@sina.com> wrote:
> On Dec 31, 10:13&#4294967295;am, "emre" <egu...@ece.neu.edu> wrote:
>
>
>
> > >I'am studying &#4294967295;robust methods for processing &#4294967295;power electrical signals
> > >in non-Gaussian noise. I know the mostly used method is M-Estimator
> > >and have already implemented an algorithm to analyze power harmonics.
> > >But how can I evaluate it and compare it &#4294967295;with other non-robust
> > >methods. Besides impulsive noise, is there &#4294967295;any other non-Gaussian
> > >noise? How can I simulate them? &#4294967295;Thanks in advance!!!!!
>
> > There is no bound to the kinds of non-Gaussian noise that you can
> > simulate. &#4294967295;Any noise with a pdf other than Gaussian is by definition
> > non-Gaussian noise. &#4294967295;You should start with what your application is, and
> > see if there is a good model for the kind of noise present in *your*
> > measurements, even if you are going to do a simulation of it. &#4294967295;Here are a
> > few models of practical importance:http://www.tutorialsweb.com/rf-measurements/noise-figure/types-of-noi...
>
> > What is your application? &#4294967295;Are you trying to solve a "real" problem?
>
> > Emre
>
> Thany you, Emre. I've read that webpage, but I still don't know how to
> simulte them.
> If I want to simulate impulsive noise, how to write a matlab program?

I agree that defining the model is key. Once you have it, the m-file
"starnd.m", which you can find online, might be useful.

http://www.tsi.enst.fr/icacentral/icalistArchive/2004/0642.html

John