iterawgn

Create an iterator which introduces additive white Gaussian noise (AWGN).

Usage

var iterawgn = require( '@stdlib/simulate/iter/awgn' );

iterawgn( iterator, sigma[, options] )

Returns an iterator which introduces additive white Gaussian noise (AWGN) with standard deviation sigma.

var array2iterator = require( '@stdlib/array/to-iterator' );

var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );
var it = iterawgn( arr, 0.2 );

var v = it.next().value;
// returns <number>

v = it.next().value;
// returns <number>

// ...

The returned iterator protocol-compliant object has the following properties:

  • next: function which returns an iterator protocol-compliant object containing the next iterated value (if one exists) assigned to a value property and a done property having a boolean value indicating whether the iterator is finished.
  • return: function which closes an iterator and returns a single (optional) argument in an iterator protocol-compliant object.
  • PRNG: underlying pseudorandom number generator (PRNG). If provided a PRNG, the property value is null.
  • seed: pseudorandom number generator seed. If provided a PRNG, the property value is null.
  • seedLength: length of generator seed. If provided a PRNG, the property value is null.
  • state: pseudorandom number generator state. If provided a PRNG, the property value is null.
  • stateLength: length of generator state. If provided a PRNG, the property value is null.
  • byteLength: size (in bytes) of generator state. If provided a PRNG, the property value is null.

The function accepts the following options:

  • prng: pseudorandom number generator for generating pseudorandom numbers drawn from a standard normal distribution. If provided, the function ignores both the state and seed options. In order to seed the returned iterator, one must seed the provided prng (assuming the provided prng is seedable).
  • seed: pseudorandom number generator seed.
  • state: a Uint32Array containing pseudorandom number generator state. If provided, the function ignores the seed option.
  • copy: boolean indicating whether to copy a provided pseudorandom number generator state. Setting this option to false allows sharing state between two or more pseudorandom number generators. Setting this option to true ensures that a returned iterator has exclusive control over its internal state. Default: true.

By default, an iterator uses the improved ziggurat algorithm to generate pseudorandom numbers drawn from a standard normal distribution. To use a different PRNG, set the prng option.

var array2iterator = require( '@stdlib/array/to-iterator' );
var boxMuller = require( '@stdlib/random/base/box-muller' );

var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );
var it = iterawgn( arr, 0.2, {
    'prng': boxMuller
});

var v = it.next().value;
// returns <number>

To seed an iterator, set the seed option.

var array2iterator = require( '@stdlib/array/to-iterator' );

var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );
var it1 = iterawgn( arr, 0.2, {
    'seed': 12345
});

var v1 = it1.next().value;
// returns <number>

var it2 = iterawgn( arr, 0.2, {
    'seed': 12345
});

var v2 = it2.next().value;
// returns <number>

var bool = ( v1 === v2 );
// returns true

To return an iterator having a specific initial state, set the iterator state option.

var array2iterator = require( '@stdlib/array/to-iterator' );
var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );

var it1 = iterawgn( arr, 0.2 );

// Progress the underlying generator state:
var i;
for ( i = 0; i < 3; i++ ) {
    it1.next();
}

// Create a new iterator initialized to the current state of `it1`:
var it2 = iterawgn( arr, 0.2, {
    'state': it1.state
});

// Test that the iterator values are the same:
var bool = ( it1.next().value === it2.next().value );
// returns true

Notes

  • If PRNG state is "shared" (meaning a state array was provided during iterator creation and not copied) and one sets the iterator state to a state array having a different length, the iterator does not update the existing shared state and, instead, points to the newly provided state array. In order to synchronize generated output according to the new shared state array, the state array for each relevant PRNG/iterator must be explicitly set.
  • If PRNG state is "shared" and one sets the iterator state to a state array of the same length, the PRNG state is updated (along with the state of all other PRNGs/iterators sharing the state array).
  • If an iterated value is non-numeric (including NaN), the returned iterator returns NaN. If non-numeric iterated values are possible, you are advised to provide an iterator which type checks and handles non-numeric values accordingly.

Examples

var iterSineWave = require( '@stdlib/simulate/iter/sine-wave' );
var iterawgn = require( '@stdlib/simulate/iter/awgn' );

// Create an iterator for generating a sine wave:
var sine = iterSineWave({
    'iter': 100,
    'amplitude': 10.0
});

// Create an iterator for introducing additive white Gaussian noise:
var it = iterawgn( sine, 3.0 );

// Perform manual iteration...
var v;
while ( true ) {
    v = it.next();
    if ( v.done ) {
        break;
    }
    console.log( v.value );
}

See Also

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