From: HardySpicer on 11 Mar 2010 12:59
On Mar 12, 5:16 am, Tim Wescott <t...(a)seemywebsite.now> wrote:
> HardySpicer wrote:
> > On Mar 10, 3:22 am, "msarovar" <mo...(a)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
> Tim Wescott
> Control system and signal processing consultingwww.wescottdesign.com