correlations and integrators (part 1)

[From Richard Kennaway (2007.01.15.1238 GMT)]

I wonder if the following posting is falling foul of some spam filter? I've posted it several times, but it has not appeared. Here's just the first two paragraphs:

[From Rick Marken (2007.01.11.1520)]
Don't worry about it. I think the problem doesn't really exist, at least in my mind reading demo. The main solution is to use orthogonal (in the sense of uncorrelated) disturbances.

It occurs to me that rather than using sine waves, you could use the technique that I use in my robot simulation to generate a randomly varying disturbing force on the broomstick that the robot balances on its back. Any number of functions generated in this way from independent streams of random numbers will be uncorrelated with each other over a sufficiently long interval.

(Further details of what this method actually is to follow.)

-- Richard Kennaway