Efficient generation of colored noise

1 April 1981

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 69 (4) , 480-481
https://doi.org/10.1109/proc.1981.12000

Abstract

A new technique is presented for efficiently generating colored noise. Instead of discarding initial samples to account for the transient, the approach proposed here is to set the initial conditions of the filter so that the output process will be stationary. It is shown that the Levinson-Durbin algorithm provides an efficient means for determining these initial conditions.

Keywords

COLORED NOISE
FILTERS
RANDOM VARIABLES
WHITE NOISE
RANDOM PROCESSES
COVARIANCE MATRIX
TRANSFER FUNCTIONS
POLES AND ZEROS
FILTERING
AUTOCORRELATION

This publication has 2 references indexed in Scilit:

Linear Prediction of Speech
Published by Springer Nature ,1976
Generation of a sampled Gaussian time series having a specified correlation function
IEEE Transactions on Information Theory, 1960