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1 total messages Started by Isaac K. Wong Sat, 09 Feb 1991 19:22
Re: Want algorithm to generate 1/f time series
#1453
Author: Isaac K. Wong
Date: Sat, 09 Feb 1991 19:22
19 lines
1080 bytes
>a pseudo-random time series such that the spectral energy varies as 1/f
>(or, more generally, 1/(f**n)).
>
>Any ideas about how to do this?

1. create a magnitude spectrum of the desired spectral profile.
2. assign random phase (use a random number generator) to each bin to
	get complex symmetric spectrum. 
3. inverse FFT to get pseudo-random time series.

* you can also get true-random (Gaussian) time series by windowing and
  shuffling the pseuddo-random series.
* If you know the phase response of all major components in the output
  signal path, you can also control the peak factor (peak/rms) better.

--
Isaac Wong
GenRad, Structural Test Products Div.
Milpitas, CA 95035
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