Modelling noise in Mathematica

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  • Thread starter madness
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  • #1
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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.
 
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  • #2
Dale
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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?
 
  • #3
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How do you ?

filter it with your spectral density
 

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