| LTPDA Toolbox™ | contents | |
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:
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.
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PLIST built-in models | Franklin noise-generator | |
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