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how to simulate 1/f noise in simulink (Read 8922 times)
nus_lin
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how to simulate 1/f noise in simulink
Aug 03rd, 2005, 6:10pm
 
dear guys, I need to explore the response of a system to a 1/f noise and decided to adopt simulink, anybody knows how to add a 1/f noise source into it? thank you for reading this and reply.
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Eugene
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Re: how to simulate 1/f noise in simulink
Reply #1 - Aug 3rd, 2005, 8:30pm
 
I have heard of three ways to do this:

1. Generate your 1/f noise profile in the frequency domain then use an IFFT to generate samples of the associated impulse response. The impulse response samples become the tap coefficients for an FIR filter. Drive the filter with AWGN.

2. Generate AWGN at several sample rates and add the samples. The PSDs of the individual noise sources scale with the sample rate. If you want 10 points along your 1/f PSD, you need 10 noise sources, each operating at a different sample rate.

3. Approximate the 1/f PSD with a sequence of alternating poles and zeros. Drive the resulting filter with AWGN. You may be able to use one of Matlab's filter fitting functions to do this.
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Eugene
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Re: how to simulate 1/f noise in simulink
Reply #2 - Aug 18th, 2005, 11:05pm
 
I was flipping a book on noise and came across another approach for simulating 1/f noise. The book is
"Analysis and Simulation of Noise in Nonlinear Electronic Circuits and Systems" by Alper Demir and Alberto Sangiovanni-Vincentelli. On page 87, they say 1/f noise can be synthesized from a summation of Lorentzian spectra. They reference a publication by B. Pellegrini, R. Saletti, B. Neri, and P. Terreni, "1/f Noise Generators" in Noise in Physical Systems and 1/f Noise, page 425, 1985.
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Geoffrey_Coram
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Re: how to simulate 1/f noise in simulink
Reply #3 - Aug 22nd, 2005, 5:45am
 
Two other references:

N. Jeremy Kasdan, "Discrete Simulationof COlored Noise and Stochastic Processes and 1/f^alpha Power Law Noise Generation," Proceedings of the IEEE, vol 83 no5 May 1995.

Georg Denk, David Meintrup, and Stefan Schaeffler, "Transient Noise Simulation: Modeling and Simulation of 1/f-Noise," http://www.unibw-muenchen.de/campus/ET1/MaPr/Mitarbeiter/Publikationen_Meintrup/...
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