Monte Carlo Simulation of Magnitude-Angle Error Sources.
Final rept. Oct-Nov 90,
ARMY MISSILE COMMAND REDSTONE ARSENAL AL GUIDANCE AND CONTROL DIRECTORATE
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A common error source in Monte Carlo simulation takes the form of a random magnitude at a random angle. This occurs with winds that may have a random angular misalignment oriented in a random direction. A common way of handling this type of error in Monte Carlo simulation is to obtain the magnitude from a gaussian distribution of zero mean and desired standard deviation and to obtain the direction from a uniform distribution. Another common method of handling this error source is to obtain two values from gaussian distribution with zero mean and equal standard deviation and calculate the magnitude and angle. To fully understand each method, the joint probability distribution functions are derived and shown as three-dimensional plots. Author
- Statistics and Probability