numpy-discussion

[Numpy-discussion] Noise Simulation

[Hartley, E. <e.h...@la...>]

	Hi 
	interesting discussion please could you quote the complete reference to
this 
> I have based my routine on the document "Discrete simulation of power low
> noise", IEEE International Frequency Control Symposium 27-29
> 
	Regards
	Ed Hartley
Research Fellow
Computing Department
Lancaster University
Lancaster 
UK LA1 4YR
Phone +44 (0) 1524 593675
Fax   +44 (0) 1524 593608

Re: [Numpy-discussion] Noise Simulation

[<jo...@oh...>]

Sure,
Kasdin, N.J. and Walter, T. (1992), Discrete Simulation of Power Law Noise,
1992, IEEE Frequency Control Symposium, p. 274-283.

This C program shown there, and thus my python program returns an finite
vector of noise.   Now, let's assume that I want more noise, how can I
concatenate another vector ?   In the case of PWH (Phase white noise) this
is quite simple, but the other cases are more obscure.  Anybody knows what
is a valid procedure to create "more noise"...

--
JFØ


----- Original Message -----
From: "Hartley, Ed" <e.h...@la...>
To: <num...@li...>
Sent: Tuesday, May 14, 2002 10:03 AM
Subject: [Numpy-discussion] Noise Simulation


> Hi
> interesting discussion please could you quote the complete reference to
> this
> > I have based my routine on the document "Discrete simulation of power
low
> > noise", IEEE International Frequency Control Symposium 27-29
> >
> Regards
> Ed Hartley
> Research Fellow
> Computing Department
> Lancaster University
> Lancaster
> UK LA1 4YR
> Phone +44 (0) 1524 593675
> Fax   +44 (0) 1524 593608
>
>
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Re: [Numpy-discussion] Noise Simulation

[<pet...@no...>]

On Tue, 14 May 2002, Johan Fredrik =D8hman wrote:

> Sure,
> Kasdin, N.J. and Walter, T. (1992), Discrete Simulation of Power Law No=
ise,
> 1992, IEEE Frequency Control Symposium, p. 274-283.
>=20
> This C program shown there, and thus my python program returns an finit=
e
> vector of noise.   Now, let's assume that I want more noise, how can I
> concatenate another vector ?   In the case of PWH (Phase white noise) t=
his
> is quite simple, but the other cases are more obscure.  Anybody knows w=
hat
> is a valid procedure to create "more noise"...

Look in "Fast Algorithms for DSP" by Richard E Blahut, p284
(Addison-Wesley, Mass. 1985) ISBN 0-201-10155-6 or "Numerical Recipes in
C", p543 (CUP, 2nd Ed, 1992).=20

What you're doing is convolving a random stream with a FIR filter via=20
FFTs. To apply to a larger stream, you need to convolve by sections using=
=20
either the overlap-save or the overlap-add method.

Regards,
 Peter