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 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
ornstein_uhlenbeck,
an Octave code which
approximates solutions of the OrnsteinUhlenbeck
stochastic differential equation (SDE) using the Euler method and
the EulerMaruyama method.
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:

cdelay2.m,
a circular buffer implementation of Mfold 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.