Patent ID: 7308467

Claim:
A computer implemented method for numeric simulation of an electric circuit influenced by noise, comprising the steps of: numerically simulating the electric circuit using a model including input channels, noise input channels and output channels, the behavior of the input channels and of the output channels being described by a system of differential equations or a by a system of differential algebraic equations; in the numerical simulation step, calculating an output vector for an input vector present on the input channels and a noise vector y of 1/f distributed random numbers present on the noise input channel, wherein generation of the noise vector y includes the steps of: determining a desired spectral value β; determining a number of the random numbers of the 1/f noise to be generated; determining an intensity constant const; setting a starting value for a running variable n; performing a loop-type repetition until a desired number of elements y(n) of a vector y of length n is calculated from 1/f-distributed random numbers, by the steps of: increasing a current value of the running variable n by 1; setting a simulation time step [t n−1 ; t n ]; determining elements C ij of a covariance matrix C of dimension (n×n) according to: C ij :=const·(−| t j −t i | β+1 +|t j−1 −t i | β+1 +|t j −t i−1 | β+1 −|t j−1 −t i−1 | β+1 ) i,j =1 , . . . ,n determining an inverted covariance matrix C −1 by inverting the covariance matrix C; determining a variable σ in accordance with σ=sqrt (1 /e ( n,n ) ), where sqrt denotes a square root function, and e(n,n) denotes an element of the inverted covariance matrix C −1 indexed by (n,n); determining a (0,1)−normally distributed random number which forms an nth component of a vector x of length n; forming a variable μ from first (n−1) components of an nth row of the inverted covariance matrix C −1 and (n−1) elements of the vector y calculated for a preceding (n−1) simulation time step, according to: μ := - y ( n - 1 ) T · C = • ⁢ , n - 1 C = n , n - 1 where y (n−1) denotes first (n−1) elements of the vector y, C ·n −1 denotes the first (n−1) components of the nth row of the inverted covariance matrix C −1 , and C n,n −1 denotes a component of the inverted covariance matrix C −1 indexed by (n,n); and calculating an element y(n) of the vector y of length n from the 1/f-distributed random numbers, according to: y ( n ) =x ( n )*σ+μ; outputting the at least one sequence of random numbers of 1/f noise.