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Author Peabody, P. R. ♦ Adorno, D. S.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Abstract In this note we propose a method of generating stationary noise with a prescribed auto-covariance function by digital methods. The need for such a technique often arises in testing the performance of data processing and engineering systems, where inputs corrupted with correlated noise (of a known form) are required.The technique is quite simple and produces strict-sense stationary noise which agrees approximately with R(τ), the prescribed auto-covariance function (acf), over an interval [- T0, T0]. The method consists of approximating the spectral density by a periodic process with spectral lines, and then synthesizing the periodic noise with random phases and appropriate amplitudes.In order to simplify discussion of the statistical properties of the noise generated, the technique is first presented in terms of exact harmonic analysis. In practice, discrete harmonic analysis as presented in the third section is used.
Description Affiliation: Jet Propulsion Lab., California Institute of Technology, Pasadena, CA (Peabody, P. R.; Adorno, D. S.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 5
Issue Number 7
Page Count 2
Starting Page 400
Ending Page 401

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Source: ACM Digital Library