How to generate a Gaussian time correlated process?

HardySpicer wrote:
> On Mar 10, 3:22 am, "msarovar" <mo...@grommit.com> wrote:
>> Hi,
>>
>> What is the most efficient way to generate a noise process that is Gaussian
>> correlated in time from a white noise process?
>>
>> I'm having trouble coming up with a simple FIR filter that will do this.
>>
>> Any suggestions?
>>
>> Thanks,
>> ~mohan
> 
> Bit confused here. If you pass Guassian white noise through a LTI
> filter the output is still Guassian but coloured.

He wants noise that is colored in such a way that the autocorrelation is 
Gaussian.

-- 
Tim Wescott
Control system and signal processing consulting
www.wescottdesign.com

On Mar 12, 5:16&#4294967295;am, Tim Wescott <t...@seemywebsite.now> wrote:
> HardySpicer wrote:
> > On Mar 10, 3:22 am, "msarovar" <mo...@grommit.com> wrote:
> >> Hi,
>
> >> What is the most efficient way to generate a noise process that is Gaussian
> >> correlated in time from a white noise process?
>
> >> I'm having trouble coming up with a simple FIR filter that will do this.
>
> >> Any suggestions?
>
> >> Thanks,
> >> ~mohan
>
> > Bit confused here. If you pass Guassian white noise through a LTI
> > filter the output is still Guassian but coloured.
>
> He wants noise that is colored in such a way that the autocorrelation is
> Gaussian.
>
> --
> Tim Wescott
> Control system and signal processing consultingwww.wescottdesign.com

Oh... weird..