English

New version of PLNoise: a package for exact numerical simulation of power-law noises

Computational Physics 2009-11-13 v1 Data Analysis, Statistics and Probability

Abstract

In a recent paper I have introduced a package for the exact simulation of power-law noises and other colored noises (E. Milotti, Comput. Phys. Commun. {\bf 175} (2006) 212): in particular the algorithm generates 1/fα1/f^\alpha noises with 0<α20 < \alpha \leq 2. Here I extend the algorithm to generate 1/fα1/f^\alpha noises with 2<α42 < \alpha \leq 4 (black noises). The method is exact in the sense that it produces a sampled process with a theoretically guaranteed range-limited power-law spectrum for any arbitrary sequence of sampling intervals, i.e., the sampling times may be unevenly spaced.

Keywords

Cite

@article{arxiv.physics/0612104,
  title  = {New version of PLNoise: a package for exact numerical simulation of power-law noises},
  author = {Edoardo Milotti},
  journal= {arXiv preprint arXiv:physics/0612104},
  year   = {2009}
}

Comments

3 figures, submitted to Computer Physics Communications