pink_noise
pink_noise,
an Octave code 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 MIT 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
ornstein_uhlenbeck,
an Octave code which
approximates solutions of the Ornstein-Uhlenbeck
stochastic differential equation (SDE) using the Euler method and
the Euler-Maruyama method.
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:
-
cdelay2.m,
a circular buffer implementation of M-fold delay.
-
correlation.m,
computes the sample correlations of a signal sample.
-
cross_corr.m,
computes the sample cross correlation between two signal samples.
-
ran1f.m,
a 1/F random number generator.
-
ranh.m,
a hold random number generator of period D.
-
r8vec_print.m,
prints an R8VEC.
-
wrap2.m,
a circular wrap of the pointer offset Q.
Last revised on 13 November 2022.