Hi Guys, I need to generate gaussian white noise on an integer DSP. I have the fast Numerical Recipes generator but it has a log, a sqrt and divides in it. Does anyone know where I can find one or where I can read about how to write one? Thanks Dimiter
gaussian white noise using only integer arithmetic
Started by ●October 2, 2003
Reply by ●October 2, 20032003-10-02
Dimiter wrote:> Hi Guys, > > I need to generate gaussian white noise on an integer DSP. > > I have the fast Numerical Recipes generator but it has a log, a sqrt > and divides in it. > > Does anyone know where I can find one or where I can read about how to > write one?This has already been discussed many times in comp.dsp. You can search the archives of comp.dsp with google groups (which seems to be working again, incidentially). Also try http://www.dspguru.com/howto/tech/wgn.htm Regards, Andor
Reply by ●October 2, 20032003-10-02
Dimiter wrote:> Hi Guys, > > I need to generate gaussian white noise on an integer DSP. > > I have the fast Numerical Recipes generator but it has a log, a sqrt > and divides in it. > > Does anyone know where I can find one or where I can read about how to > write one? > > Thanks > > DimiterThe simplest approximate method is to add 12 uniform independently distributed random numbers, subtract 6, and divide by 12.
Reply by ●October 2, 20032003-10-02
Stan Pawlukiewicz wrote:> Dimiter wrote: > >> Hi Guys, >> >> I need to generate gaussian white noise on an integer DSP. >> >> I have the fast Numerical Recipes generator but it has a log, a sqrt >> and divides in it. >> >> Does anyone know where I can find one or where I can read about how to >> write one? >> >> Thanks >> >> Dimiter > > > The simplest approximate method is to add 12 uniform independently > distributed random numbersWhy 12?
Reply by ●October 2, 20032003-10-02
Andor Bariska wrote:> Stan Pawlukiewicz wrote: > >> Dimiter wrote: >> >>> Hi Guys, >>> >>> I need to generate gaussian white noise on an integer DSP. >>> >>> I have the fast Numerical Recipes generator but it has a log, a sqrt >>> and divides in it. >>> >>> Does anyone know where I can find one or where I can read about how to >>> write one? >>> >>> Thanks >>> >>> Dimiter >> >> >> >> The simplest approximate method is to add 12 uniform independently >> distributed random numbers > > > Why 12? >Empirical rule of thumb. A professor I had suggested this as a cheap method sufficient to do simulations with Kalman filters.
Reply by ●October 2, 20032003-10-02
Stan Pawlukiewicz wrote:> Andor Bariska wrote: > >> Stan Pawlukiewicz wrote: >> >>> Dimiter wrote: >>> >>>> Hi Guys, >>>> >>>> I need to generate gaussian white noise on an integer DSP. >>>> >>>> I have the fast Numerical Recipes generator but it has a log, a sqrt >>>> and divides in it. >>>> >>>> Does anyone know where I can find one or where I can read about how to >>>> write one? >>>> >>>> Thanks >>>> >>>> Dimiter >>> >>> >>> >>> >>> The simplest approximate method is to add 12 uniform independently >>> distributed random numbers >> >> >> >> Why 12? >> > > Empirical rule of thumb. A professor I had suggested this as a cheap > method sufficient to do simulations with Kalman filters. > >And also since the variance of a uniform on (0,1) is 1/12, adding 12 gives you a variance of 1. The the divide by 12 I mentioned before isn't necessary.
Reply by ●October 2, 20032003-10-02
In article <blhgq2$k6t$1@newslocal.mitre.org>, Stan Pawlukiewicz <stanp@nospam_mitre.org> wrote:>Subject: Re: gaussian white noise using only integer arithmetic >From: Stan Pawlukiewicz <stanp@nospam_mitre.org> >Reply-To: <3f7c4281$1@pfaff2.ethz.ch> >Organization: The MITRE Organization >Date: Thu, 02 Oct 2003 11:38:42 -0400 >Newsgroups: comp.dsp > >Andor Bariska wrote: >> Stan Pawlukiewicz wrote: >> >>> Dimiter wrote: >>> >>>> Hi Guys, >>>> >>>> I need to generate gaussian white noise on an integer DSP. >>>> >>>> I have the fast Numerical Recipes generator but it has a log, a sqrt >>>> and divides in it. >>>> >>>> Does anyone know where I can find one or where I can read about how to >>>> write one? >>>> >>>> Thanks >>>> >>>> Dimiter >>> >>> >>> >>> The simplest approximate method is to add 12 uniform independently >>> distributed random numbers >> >> >> Why 12? >>Add 12 uniform random numbers over (0,1) and subtract 6. The subtract 6 makes for a zero mean. The add 12 makes for a unit variance. So the result is standard "reasonable if you are not very fussy" normal.>Empirical rule of thumb. A professor I had suggested this as a cheap >method sufficient to do simulations with Kalman filters. > >
Reply by ●October 2, 20032003-10-02
You might want to look at a technical report on the web: Generating Gaussian Pseudo-Random Deviates http://www.tsp.ece.mcgill.ca/MMSP/Documents/Reports/2000/KabalR2000c.pdf It examines the accuracy of the sum of 12 uniforms approach and suggests a new algorithm that should be easy to implement in fixed point arithmetic. "Dimiter" <dimiter@sonartech.com.au> wrote in message news:d57cdd96.0310012139.1f668ad4@posting.google.com...> Hi Guys, > > I need to generate gaussian white noise on an integer DSP. > > I have the fast Numerical Recipes generator but it has a log, a sqrt > and divides in it. > > Does anyone know where I can find one or where I can read about how to > write one? > > Thanks > > Dimiter
Reply by ●October 4, 20032003-10-04
Stan Pawlukiewicz wrote:> Dimiter wrote: >=20 >> Hi Guys, >> >> I need to generate gaussian white noise on an integer DSP. >> >> I have the fast Numerical Recipes generator but it has a log, a sqrt >> and divides in it. >> >> Does anyone know where I can find one or where I can read about how to=>> write one? >> >> Thanks >> >> Dimiter >=20 >=20 > The simplest approximate method is to add 12 uniform independently=20 > distributed random numbers, subtract 6, and divide by 12. >=20 >=2012 are enough, but it might be faster (and a smidgeon better) to add 16, subtract 8, then shift right 4 places. Jerry --=20 When a discovery is new, people say, "It isn't true." When it becomes demonstrably true, they say, "It isn't useful." Later, when its utility is evident, they say, "So what? It's old." a paraphrase of William James =AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF= =AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF= =AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF
Reply by ●October 5, 20032003-10-05
Jerry Avins wrote: =2E..> 12 are enough, but it might be faster (and a smidgeon better) to add 16=,> subtract 8, then shift right 4 places.Adding half, then subtracting the other half gives zero mean directly. It means two loops, though, so it won't be faster unless the loop is=20 unrolled. Jerry --=20 "I view the progress of science as ... the slow erosion of the tendency to dichotomize." Barbara Smuts, U. Mich. =AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF= =AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF= =AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF=AF
