Re: algorithm to generate 1/f noise

*To*: mathgroup at smc.vnet.net*Subject*: [mg22262] Re: algorithm to generate 1/f noise*From*: Artlandia Info <info at artlandia.com>*Date*: Sat, 19 Feb 2000 23:50:52 -0500 (EST)*Organization*: Artlandia Inc.*References*: <8889s2$c5o@smc.vnet.net> <88ekch$rf1$5@dragonfly.wolfram.com> <88km5r$mll$8@dragonfly.wolfram.com>*Sender*: owner-wri-mathgroup at wolfram.com

You might be referring to the article Marvin S. Keshner, 1/f noise, Proc. IEEE, 1982, v. 70, No. 3, p.212-218. Yes, one can generate an *approximation* of 1/f noise by superposition of Lorentzian spectra; the more sources, the better approximation (the limit is given by the corresponding integral). On a practical note, the method I was referring to is simpler, more direct, and in general faster. Igor Bakshee Joe Gwinn wrote: > > There was an article in The Proceedings of the IEEE titled "1/f Noise" > twenty or thirty years ago, if memory serves. The subject index will > certainly have this article under "noise" and/or "1/f noise" or "noise, > 1/f"This article gave simple ways to generate 1/f noise from a uniformly > distributed noise. The basic approach was a cascade of one-pole lowpass > filters, each with one tenth the bandwidth of the previous filter, fed > with uniform noise. > > Joe Gwinn > > In article <88ekch$rf1$5 at dragonfly.wolfram.com>, Artlandia Info > <info at artlandia.com> wrote: > > > As a basic recipe for generating noises with arbitrary spectra, > > one would: take a piece of white noise -> Fourier-transform it -> > > multiply by a suitable kernel -> inverse-transform back to the > > time domain. > > > > As to the implementation, you might have a look at Artlandia > > (http://www.artlandia.com). Particularly, see examples at > > http://www.artlandia.com/software/lab/ > > > > 1/f noise (also called NaturalArray) is used quite extensively > > in the package (albeit for the artistic purposes which might > > not be want you want :-). > > > > Hope this helps. > > > > Igor Bakshee > > > > > > David E. Burmaster wrote: > > > > > > Hi > > > > > > Can anyone point me towards a good algorithm or package to generate 1/f > > > noise in a time series using Mathematica?? > > > > > > Pointers to books and articles (using Mathematica) also appreciated! > > > > > > many thanks, and > > > best wishes > > > Dave > > > > > > ++++++++++++++++++++++++++++++ > > > David E. Burmaster, Ph.D. > > > Alceon Corporation > > > POBox 382669 > > > Harvard Square Station > > > Cambridge, MA 02238-2669 > > > > > > Voice 617-864-4300 > > > Fax 617-864-9954 > > > > > > Web http://www.Alceon.com > > > Email deb at Alceon.com > > > > > > +++++++++++++++++++++++++++++++