PINK_NOISE
Samples of a Pink Noise Signal
PINK_NOISE
is a C++ library which
can generate random values taken from an approximate pink noise signal
obeying a 1/f power law.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
PINK_NOISE is available in
a C version and
a C++ version and
a FORTRAN77 version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
BLACK_SCHOLES,
a C++ library which
implements some simple approaches to
the BlackScholes option valuation theory,
by Desmond Higham.
COLORED_NOISE,
a C++ library which
generates samples of noise obeying a 1/f^alpha power law.
CORRELATION,
a C++ library which
contains examples of statistical correlation functions.
ORNSTEIN_UHLENBECK,
a C++ library which
approximates solutions of the OrnsteinUhlenbeck
stochastic differential equation (SDE) using the Euler method
and the EulerMaruyama method.
SDE,
a C++ library which
illustrates the properties of stochastic differential equations (SDE's), and
common algorithms for their analysis,
by Desmond Higham;
STOCHASTIC_RK,
a C++ library which
applies a RungeKutta scheme to a stochastic differential equation.
Reference:

Martin Gardner,
White and brown music, fractal curves and oneoverf fluctuations,
Scientific American,
Volume 238, Number 4, April 1978, pages 1632.

Jeremy Kasdin,
Discrete Simulation of Colored Noise and Stochastic Processes
and 1/f^a Power Law Noise Generation,
Proceedings of the IEEE,
Volume 83, Number 5, 1995, pages 802827.

Edoardo Milotti,
1/f noise: a pedagogical review,
arXiv:physics/0204033.

Sophocles Orfanidis,
Introduction to Signal Processing,
PrenticeHall, 1995,
ISBN: 0132091720,
LC: TK5102.5.O246.

William Press,
Flicker Noises in Astronomy and Elsewhere,
Comments on Astrophysics,
Volume 7, Number 4, 1978, pages 103119.

Miroslav Stoyanov, Max Gunzburger, John Burkardt,
Pink Noise, 1/f^alpha Noise, and Their Effect on Solutions
of Differential Equations,
International Journal for Uncertainty Quantification,
Volume 1, Number 3, pages 257278, 2011.
Source Code:
Examples and Tests:
List of Routines:

CDELAY2 is a circular buffer implementation of Mfold delay.

CORR computes the sample correlation of a signal sample.

CROSS_CORR computes the sample cross correlation between two signal samples.

RAN1F is a 1/F random number generator.

RANH is a hold random number generator of period D.

TIMESTAMP prints the current YMDHMS date as a time stamp.

WRAP2 is a circular wrap of the pointer offset Q.
You can go up one level to
the C++ source codes.
Last revised on 20 June 2010.