pink_noise
pink_noise,
a FORTRAN77 code which
generates 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 Fortran90 version and
a MATLAB version and
an Octave version and
a Python version.
Related Data and Programs:
pink_noise_test
colored_noise,
a C library which
generates samples of noise obeying a 1/f^alpha power law.
correlation,
a FORTRAN77 library which
contains examples of statistical correlation functions.
ORNSTEIN_UHLENBECK,
a FORTRAN77 library which
approximates solutions of the Ornstein-Uhlenbeck
stochastic differential equation (SDE) using the Euler method
and the Euler-Maruyama method.
STOCHASTIC_RK,
a FORTRAN77 library which
applies a Runge-Kutta scheme to a stochastic differential equation.
Reference:
-
Martin Gardner,
White and brown music, fractal curves and one-over-f fluctuations,
Scientific American,
Volume 238, Number 4, April 1978, pages 16-32.
-
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 802-827.
-
Edoardo Milotti,
1/f noise: a pedagogical review,
arXiv:physics/0204033.
-
Sophocles Orfanidis,
Introduction to Signal Processing,
Prentice-Hall, 1995,
ISBN: 0-13-209172-0,
LC: TK5102.5.O246.
-
William Press,
Flicker Noises in Astronomy and Elsewhere,
Comments on Astrophysics,
Volume 7, Number 4, 1978, pages 103-119.
-
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 257-278, 2011.
Source Code:
Last revised on 29 October 2023.