LTPDA Toolbox™ |
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Generating non-white random noise means producing arbitrary long time series with a given spectral density. Such time series are needed for example for the following purposes:

- To generate test data sets for programs that compute spectral densities,
- as inputs for various simulations.

One way of doing this is to apply digital filters (FIR or IIR) to white input noise.

This approach is effectively implemented for the generation of multichannel noise
with a given cross spectral density.

Multichannel transfer functions are identified by an automatic fit procedure based
on a modified version of the vector-fitting algorithm
(see Z-Domain Fit for further details on the algorithm).

Partial fraction expansion of multichannel transfer functions and the implementation of
filter state initialization avoid the presence of unwanted 'warm-up period'.

A different approach is implemented in LTPDA as Franklin noise-generator.

It produces spectral densities according to a given pole zero model (see Pole/Zero Modeling) and does not require any warm-up period.

PLIST built-in models | Franklin noise-generator |

©LTP Team