EFFICIENT INCREMENTAL SIMULATION OF “1/f” NOISES
Affiliation:
1. Department of Mathematical Sciences, Florida Atlantic University, Boca Raton, FL 33431, USA
Abstract
Large-scale simulations and analysis of the original powers of 2 geometric source sum algorithm for simulating [Formula: see text] noise confirm that it provides a reasonably accurate approximation to an exact [Formula: see text] spectral density with a Gaussian amplitude distribution over any arbitrarily large frequency range. This incremental algorithm is computationally efficient with a computation time, after initialization, that varies linearly with the number of samples generated. A new variation allows non-integer and random ratios for the geometric sequence that reduces variations about the exact power-law spectral density and, by varying individual source amplitudes, produces generalized [Formula: see text] noises.
Publisher
World Scientific Pub Co Pte Ltd
Subject
Applied Mathematics,Geometry and Topology,Modeling and Simulation