How Do You Model Noise in Mathematica?

[madness]

Given a power spectral density Sn(f) (or alternatively the autocorrelation function), is there a way to output random noise in Mathematica? Not sure if anyone here will know this but it's worth a try.

 

[Dale]

Well, you could use Random[NormalDistribution[...]] to generate white noise and then apply an FFT, filter it with your spectral density, and then inverse FFT to get back the original noise. Would that work?

 

[ValiantYK]

How do you ?

filter it with your spectral density