Simulation of Color Noise
No License
The function essentially simulates the colored noise which essentially is a correlated process and unlike the white noise does not have flat PSD. Although white noise is a realistic process color noise seems more practical and hence it requires correct modeling and simulation. The simulation here has been done by EM(Euler-Maruyama method)
The function has inputs as a, b where b dictates the intensity of white noise and N(the no. of samples which essentially defines the step size )
As a word of caution one of the inputs to the function T is a scalar (not a vector) and is the upper limit of time till which computation is required. The output is W along with the time vector and one can plot %plot(t,W) to see the result.
As an example: colornoise(1,1,1,1000)
Here computation would be till time 1 sec and the step size 1/(R*1000). R for the EM(Euler-Maruyama method) to 4.
Cite As
Abhirup Lahiri (2024). Simulation of Color Noise (https://www.mathworks.com/matlabcentral/fileexchange/18269-simulation-of-color-noise), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Industrial Statistics >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 | Change in Title |