BrownianNoise

class brainmass.BrownianNoise(in_size, mean=None, sigma=Quantity(1., "nA"), init=Constant(value=0. 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__(in_size, mean=None, sigma=Quantity(1., "nA"), init=Constant(value=0. nA))

Parameters:

• in_size (int | Sequence[int] | integer | Sequence[integer])

• mean (Callable | Array | ndarray | bool | number | bool | int | float | complex | Quantity | Param)

• sigma (Callable | Array | ndarray | bool | number | bool | int | float | complex | Quantity | Param)

• init (Callable)

init_state(batch_size=None, **kwargs)

State initialization function.

update()