Hello, I am trying to produce a coloured noise from white noise in the discrete time domain. I do it by producing an FIR filter of coefficients b,a from the Noise Floor (V/sqrt(Hz)), which filters white noise produced by the randn function. Here is the code again: %Filter coefficients of Noise floor of circuit [b,a] = invfreqz(PSD_N.^0.5,(2*pi/fs)*(nn_f_scale),70,0,[],20,0.01); %Generate White Noise n_white = randn([1 B])'; % multiply of power 1 n_white = n_white - mean(n_white); % white noise must be DC free %Generate Coloured Noise n_out = filter(b,a,n_white); % filtering operation produces coloured noise Is this correct? Because, according to my simulation, i have a bias of some 40dB between my analytical calculation and simulation. Thanks for all answers! :-) Dilpreet

# Filtering White noise to produce desired Coloured Noise

Started by ●November 1, 2007

Reply by ●November 1, 20072007-11-01

Watch out when subtracting the mean value from random numbers. The resulting noise isn't white anymore. When observing an actual white Gaussian random process over a finite lenght of time the observation will include a random DC term. The longer your signal, the smaller the resulting error, though. But this does not account for a 40 dB difference (unless your signal is a single sample :) One thing that comes to mind is bandwidth: Assume my sampling rate allows for a bandwidth of 1 MHz, and the filtered noise should have a noise bandwidth of 1 kHz. Since we're discarding 99.9 % of the initial noise power, it needs to be scaled by a factor of 1000 in terms of power=variance, or sqrt(1000)=std. deviation. -Markus

Reply by ●November 5, 20072007-11-05