English

Generation of Noise Time Series with arbitrary Power Spectrum

Data Analysis, Statistics and Probability 2015-05-19 v2

Abstract

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.

Keywords

Cite

@article{arxiv.1006.3289,
  title  = {Generation of Noise Time Series with arbitrary Power Spectrum},
  author = {M. Carrettoni and O. Cremonesi},
  journal= {arXiv preprint arXiv:1006.3289},
  year   = {2015}
}

Comments

4 pages, 7 figures