Description

noisegen2D generates colored noise from withe noise with a given cross spectrum. The coloring filter is constructed by a fitting procedure to the models provided. If no model is provided an error is prompted. The cross-spectral matrix is assumed to be frequency by frequency of the type:

   
                           / csd11(f)  csd12(f) \
                 CSD(f) =  |                    |
                           \ csd21(f)  csd22(f) /
   

Note: The function output colored noise data with one-sided cross spectral density corresponding to the model provided.

Call

    b = noisegen2D(a, pl)
    [b1,b2] = noisegen2D(a1, a2, pl)
    [b1,b2,...,bn] = noisegen2D(a1,a2,...,an, pl);
  

Inputs

Outputs

Algorithm

  1. Fit a set of partial fraction z-domain filters using utils.math.psd2tf
  2. Convert to bank of mIIR filters
  3. Filter time-series in parallel The filtering process is:
    b(1) = Filt11(a(1)) + Filt12(a(2))
    b(2) = Filt21(a(1)) + Filt22(a(2))

Parameters