Kalman-and-Bayesian-Filters.../experiments/noise.py

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# -*- coding: utf-8 -*-
"""
Created on Fri May 2 10:28:27 2014
@author: rlabbe
"""
import numpy.random
def white_noise (sigma2=1.):
return sigma2 * numpy.random.randn()
if __name__ == "__main__":
assert white_noise(.0) == 0.