Generation of Noise Time Series with arbitrary Power Spectrum

Details Generation of Noise Time Series with arbitrary Power Spectrum Generation of Noise Time Series with arbitrary Power Spectrum

2010-06-16

arxiv.org/abs/1006.3289v2

Physics

Data Analysis, Statistics and Probability

4 pages, 7 figures

Scientific paper

Noise simulation is a very powerful tool in signal analysis helping to foresee the system performance in real experimental situations. Time series generation is however a hard challenge when a robust model of the noise sources is missing. We present here a simple computational technique which allows the generation of noise samples of fixed length, given a desired power spectrum. A few applications of the method are also discussed.

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