Generation of Noise Time Series with arbitrary Power Spectrum
arXiv:1006.3289 · doi:10.1016/j.cpc.2010.09.003
Abstract
Noise simulation is a very powerful tool in signal analysis helping to foresee the system performance in real experimental situations. Time series generation is however a hard challenge when a robust model of the noise sources is missing. We present here a simple computational technique which allows the generation of noise samples of fixed length, given a desired power spectrum. A few applications of the method are also discussed.
4 pages, 7 figures
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