BrownianNoise

class brainmass.BrownianNoise(in_size, mean=None, sigma=Quantity(1., 'nA'), init=ZeroInit(unit=nA))

Brownian (red) noise: discrete-time integral of white noise.

x[t+dt] = x[t] + sigma * sqrt(dt) * N(0, 1) output = mean + x

Return type:

Any

init_state(batch_size=None, **kwargs)

State initialization function.