Efficient generation of colored noise
Abstract
A new technique is presented for efficiently generating colored noise. Instead of discarding initial samples to account for the transient, the approach proposed here is to set the initial conditions of the filter so that the output process will be stationary. It is shown that the Levinson-Durbin algorithm provides an efficient means for determining these initial conditions.
- Publication:
-
IEEE Proceedings
- Pub Date:
- April 1981
- Bibcode:
- 1981IEEEP..69..480K
- Keywords:
-
- Linear Transformations;
- Noise Generators;
- Noise Spectra;
- Random Processes;
- Signal Processing;
- Algorithms;
- Performance Prediction;
- Random Variables;
- Time Series Analysis;
- Transfer Functions;
- Communications and Radar