EFFICIENT INCREMENTAL SIMULATION OF “1/f†NOISES

Richard F. Voss ()
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Richard F. Voss: Department of Mathematical Sciences, Florida Atlantic University, Boca Raton, FL 33431, USA

FRACTALS (fractals), 2022, vol. 30, issue 01, 1-14

Abstract: Large-scale simulations and analysis of the original powers of 2 geometric source sum algorithm for simulating 1/f noise confirm that it provides a reasonably accurate approximation to an exact 1/f spectral density with a Gaussian amplitude distribution over any arbitrarily large frequency range. This incremental algorithm is computationally efficient with a computation time, after initialization, that varies linearly with the number of samples generated. A new variation allows non-integer and random ratios for the geometric sequence that reduces variations about the exact power-law spectral density and, by varying individual source amplitudes, produces generalized 1/fβ noises.

Keywords: 1/f Noise; Flicker Noise; Simulation; Spectral Density; Lacunarity; Algorithm; Geometric Sequence (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1142/S0218348X22500207

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