[SciPy-Dev] 1/f noise generation

[Phillip Feldman]

Firstly, white noise means only that the power spectral density is flat, or
equivalently, that the autocorrelation function is zero everywhere except
at lag zero.One can generate Gaussian noise with an arbitrary power
spectral density by filtering white Gaussian noise with a suitable filter.
The output of the filter is the convolution of the impulse response of the
filter with the autocorrelation function of white noise, which gives us the
impulse response of the filter. So, from the convolution theorem and the
definition of the PSD, the PSD of the output is the squared magnitude of
the frequency response of filter.An alternative method for synthesizing
Gaussian noise with an arbitrary power spectral density is to generate
tones with unity amplitude and random phase, where the probability of
picking any particular tone frequency is proportional to the height of the
PSD.
The filter method tends to be more computationally efficient.
Dr. Phillip M. Feldman
*Suzen, Mehmet* msuzen at gmail.com
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*Tue Aug 8 08:15:33 EDT 2017*


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------------------------------

On 8 August 2017 at 12:58, Neal Becker <ndbecker2 at gmail.com
<https://mail.python.org/mailman/listinfo/scipy-dev>> wrote:
>* I think you mean non-white, not nongaussian
*
Excellent point. white noise means constant PSD, not only Gaussian.
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