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Modelling noise in Mathematica

  1. Feb 5, 2010 #1
    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.
     
    Last edited: Feb 5, 2010
  2. jcsd
  3. Feb 5, 2010 #2

    Dale

    Staff: Mentor

    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?
     
  4. Sep 16, 2010 #3
    How do you ?

     
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