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EFFICIENT INCREMENTAL SIMULATION OF “1/f†NOISES

Author

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  • RICHARD F. VOSS

    (Department of Mathematical Sciences, Florida Atlantic University, Boca Raton, FL 33431, USA)

Abstract

Large-scale simulations and analysis of the original powers of 2 geometric source sum algorithm for simulating 1/f noise confirm that it provides a reasonably accurate approximation to an exact 1/f spectral density with a Gaussian amplitude distribution over any arbitrarily large frequency range. This incremental algorithm is computationally efficient with a computation time, after initialization, that varies linearly with the number of samples generated. A new variation allows non-integer and random ratios for the geometric sequence that reduces variations about the exact power-law spectral density and, by varying individual source amplitudes, produces generalized 1/fβ noises.

Suggested Citation

  • Richard F. Voss, 2022. "EFFICIENT INCREMENTAL SIMULATION OF “1/f†NOISES," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 30(01), pages 1-14, February.
    • Handle: RePEc:wsi:fracta:v:30:y:2022:i:01:n:s0218348x22500207
    DOI: 10.1142/S0218348X22500207
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