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Kalman Filters and Pink Noise - Tim Wescott - 2012-08-23 20:10:00

Oddball question.  Or maybe just a plea for comments.

I'm kind of getting painted into a corner, and the color of the paint is
pink.  It's looking like I need to estimate pink noise with a Kalman
filter.

Anyone done anything remotely like this?  Know of anyone who has?  Did
they survive?

The method that I know of for simulating pink noise involves running
white noise through a filter with a ton-o-poles (our own RBJ popped up in
the web search, interestingly enough).  I'm kinda planning on doing just
that for the kernel in the Kalman, and see if I can find some sane
balance between the number of states needed and accuracy.

--
My liberal friends think I'm a conservative kook.
My conservative friends think I'm a liberal kook.
Why am I not happy that they have found common ground?

Tim Wescott, Communications, Control, Circuits & Software
http://www.wescottdesign.com
______________________________

Re: Kalman Filters and Pink Noise - 2012-08-24 05:59:00

perjantai, 24. elokuuta 2012 3.10.27 UTC+3 Tim Wescott kirjoitti:
> Oddball question.  Or maybe just a plea for comments.
>
>
>
> I'm kind of getting painted into a corner, and the color of the paint is
>
> pink.  It's looking like I need to estimate pink noise with a Kalman
>
> filter.
>
>
>
> Anyone done anything remotely like this?  Know of anyone who has?  Did
>
> they survive?
>
>
>
> The method that I know of for simulating pink noise involves running
>
> white noise through a filter with a ton-o-poles (our own RBJ popped up in
>
> the web search, interestingly enough).  I'm kinda planning on doing just
>
> that for the kernel in the Kalman, and see if I can find some sane
>
> balance between the number of states needed and accuracy.
>
>
>
> --
>
> My liberal friends think I'm a conservative kook.
>
> My conservative friends think I'm a liberal kook.
>
> Why am I not happy that they have found common ground?
>
>
>
> Tim Wescott, Communications, Control, Circuits & Software
>
> http://www.wescottdesign.com

Here's a nice page about generating pink noise without too much fuzz.

http://www.firstpr.com.au/dsp/pink-noise/

See section "Filtering white noise to make it pink" and specially "Paul Kellet's
refined method in Allan's analysis".

Hope this helps you with getting the correct color out.

- Calvin
______________________________

Re: Kalman Filters and Pink Noise - Allan Herriman - 2012-08-24 06:25:00

On Fri, 24 Aug 2012 02:59:47 -0700, kalvin.news wrote:

> perjantai, 24. elokuuta 2012 3.10.27 UTC+3 Tim Wescott kirjoitti:
>> Oddball question.  Or maybe just a plea for comments.
>>
>>
>>
>> I'm kind of getting painted into a corner, and the color of the paint
>> is
>>
>> pink.  It's looking like I need to estimate pink noise with a Kalman
>>
>> filter.
>>
>>
>>
>> Anyone done anything remotely like this?  Know of anyone who has?  Did
>>
>> they survive?
>>
>>
>>
>> The method that I know of for simulating pink noise involves running
>>
>> white noise through a filter with a ton-o-poles (our own RBJ popped up
>> in
>>
>> the web search, interestingly enough).  I'm kinda planning on doing
>> just
>>
>> that for the kernel in the Kalman, and see if I can find some sane
>>
>> balance between the number of states needed and accuracy.
>>
>>
>>
>> --
>>
>> My liberal friends think I'm a conservative kook.
>>
>> My conservative friends think I'm a liberal kook.
>>
>> Why am I not happy that they have found common ground?
>>
>>
>>
>> Tim Wescott, Communications, Control, Circuits & Software
>>
>> http://www.wescottdesign.com
>
> Here's a nice page about generating pink noise without too much fuzz.
>
> http://www.firstpr.com.au/dsp/pink-noise/
>
> See section "Filtering white noise to make it pink" and specially "Paul
> Kellet's refined method in Allan's analysis".
>
> Hope this helps you with getting the correct color out.

That page brings back a lot of memories.

Allan
______________________________

Re: Kalman Filters and Pink Noise - Tim Wescott - 2012-08-24 11:02:00

On Fri, 24 Aug 2012 10:25:52 +0000, Allan Herriman wrote:

> On Fri, 24 Aug 2012 02:59:47 -0700, kalvin.news wrote:
>
>> perjantai, 24. elokuuta 2012 3.10.27 UTC+3 Tim Wescott kirjoitti:
>>> Oddball question.  Or maybe just a plea for comments.
>>>
>>>
>>>
>>> I'm kind of getting painted into a corner, and the color of the paint
>>> is
>>>
>>> pink.  It's looking like I need to estimate pink noise with a Kalman
>>>
>>> filter.
>>>
>>>
>>>
>>> Anyone done anything remotely like this?  Know of anyone who has?  Did
>>>
>>> they survive?
>>>
>>>
>>>
>>> The method that I know of for simulating pink noise involves running
>>>
>>> white noise through a filter with a ton-o-poles (our own RBJ popped up
>>> in
>>>
>>> the web search, interestingly enough).  I'm kinda planning on doing
>>> just
>>>
>>> that for the kernel in the Kalman, and see if I can find some sane
>>>
>>> balance between the number of states needed and accuracy.
>>>
>>>
>>>
>>> --
>>>
>>> My liberal friends think I'm a conservative kook.
>>>
>>> My conservative friends think I'm a liberal kook.
>>>
>>> Why am I not happy that they have found common ground?
>>>
>>>
>>>
>>> Tim Wescott, Communications, Control, Circuits & Software
>>>
>>> http://www.wescottdesign.com
>>
>> Here's a nice page about generating pink noise without too much fuzz.
>>
>> http://www.firstpr.com.au/dsp/pink-noise/
>>
>> See section "Filtering white noise to make it pink" and specially "Paul
>> Kellet's refined method in Allan's analysis".
>>
>> Hope this helps you with getting the correct color out.
>
>
> That page brings back a lot of memories.
>
> Allan

That page is where I found the handy algorithm for generating a pinking
filter!

--
My liberal friends think I'm a conservative kook.
My conservative friends think I'm a liberal kook.
Why am I not happy that they have found common ground?

Tim Wescott, Communications, Control, Circuits & Software
http://www.wescottdesign.com
______________________________

Re: Kalman Filters and Pink Noise - Al Clark - 2012-08-24 12:24:00

I gave a talk at the 2010 comp.dsp conference that has several pink noise
filter solutions.

http://compdsp.com/presentations.htm

There are also many other presentations at this site.

Al Clark
www.danvillesignal.com

Tim Wescott <t...@seemywebsite.com> wrote in
news:J...@web-ster.com:

> On Fri, 24 Aug 2012 10:25:52 +0000, Allan Herriman wrote:
>
>> On Fri, 24 Aug 2012 02:59:47 -0700, kalvin.news wrote:
>>
>>> perjantai, 24. elokuuta 2012 3.10.27 UTC+3 Tim Wescott kirjoitti:
>>>> Oddball question.  Or maybe just a plea for comments.
>>>>
>>>>
>>>>
>>>> I'm kind of getting painted into a corner, and the color of the paint
>>>> is
>>>>
>>>> pink.  It's looking like I need to estimate pink noise with a Kalman
>>>>
>>>> filter.
>>>>
>>>>
>>>>
>>>> Anyone done anything remotely like this?  Know of anyone who has?  Did
>>>>
>>>> they survive?
>>>>
>>>>
>>>>
>>>> The method that I know of for simulating pink noise involves running
>>>>
>>>> white noise through a filter with a ton-o-poles (our own RBJ popped up
>>>> in
>>>>
>>>> the web search, interestingly enough).  I'm kinda planning on doing
>>>> just
>>>>
>>>> that for the kernel in the Kalman, and see if I can find some sane
>>>>
>>>> balance between the number of states needed and accuracy.
>>>>
>>>>
>>>>
>>>> --
>>>>
>>>> My liberal friends think I'm a conservative kook.
>>>>
>>>> My conservative friends think I'm a liberal kook.
>>>>
>>>> Why am I not happy that they have found common ground?
>>>>
>>>>
>>>>
>>>> Tim Wescott, Communications, Control, Circuits & Software
>>>>
>>>> http://www.wescottdesign.com
>>>
>>> Here's a nice page about generating pink noise without too much fuzz.
>>>
>>> http://www.firstpr.com.au/dsp/pink-noise/
>>>
>>> See section "Filtering white noise to make it pink" and specially
"Paul
>>> Kellet's refined method in Allan's analysis".
>>>
>>> Hope this helps you with getting the correct color out.
>>
>>
>> That page brings back a lot of memories.
>>
>> Allan
>
> That page is where I found the handy algorithm for generating a pinking
> filter!
>

______________________________