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pink_noise.html
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<html>
<head>
<title>
PINK_NOISE - Samples of a Pink Noise Signal
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
PINK_NOISE <br> Samples of a Pink Noise Signal
</h1>
<hr>
<p>
<b>PINK_NOISE</b>
is a MATLAB library which
can generate random values taken from an approximate pink noise signal
obeying a 1/f power law.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>PINK_NOISE</b> is available in
<a href = "../../c_src/pink_noise/pink_noise.html">a C version</a> and
<a href = "../../cpp_src/pink_noise/pink_noise.html">a C++ version</a> and
<a href = "../../f77_src/pink_noise/pink_noise.html">a FORTRAN77 version</a> and
<a href = "../../f_src/pink_noise/pink_noise.html">a FORTRAN90 version</a> and
<a href = "../../m_src/pink_noise/pink_noise.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../m_src/brownian_motion_simulation/brownian_motion_simulation.html">
BROWNIAN_MOTION_SIMULATION</a>,
a MATLAB program which
simulates Brownian motion in an M-dimensional region.
</p>
<p>
<a href = "../../m_src/cnoise/cnoise.html">
CNOISE</a>,
a MATLAB library which
generates samples of noise obeying a 1/f^alpha power law,
by Miroslav Stoyanov.
</p>
<p>
<a href = "../../m_src/colored_noise/colored_noise.html">
COLORED_NOISE</a>,
a MATLAB library which
generates samples of noise obeying a 1/f^alpha power law.
</p>
<p>
<a href = "../../m_src/correlation/correlation.html">
CORRELATION</a>,
a MATLAB library which
contains examples of statistical correlation functions.
</p>
<p>
<a href = "../../m_src/normal/normal.html">
NORMAL</a>,
a MATLAB library which
computes elements of a sequence of pseudorandom normally distributed values.
</p>
<p>
<a href = "../../m_src/ornstein_uhlenbeck/ornstein_uhlenbeck.html">
ORNSTEIN_UHLENBECK</a>,
a MATLAB library which
approximates solutions of the Ornstein-Uhlenbeck
stochastic differential equation (SDE) using the Euler method and
the Euler-Maruyama method.
</p>
<p>
<a href = "../../m_src/stochastic_rk/stochastic_rk.html">
STOCHASTIC_RK</a>,
a MATLAB library which
applies a Runge-Kutta scheme to a stochastic differential equation.
</p>
<p>
<a href = "../../m_src/uniform/uniform.html">
UNIFORM</a>,
a MATLAB library which
computes elements of a uniform pseudorandom sequence.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Martin Gardner,<br>
White and brown music, fractal curves and one-over-f fluctuations,<br>
Scientific American,<br>
Volume 238, Number 4, April 1978, pages 16-32.
</li>
<li>
Jeremy Kasdin,<br>
Discrete Simulation of Colored Noise and Stochastic Processes
and 1/f^a Power Law Noise Generation,<br>
Proceedings of the IEEE,<br>
Volume 83, Number 5, 1995, pages 802-827.
</li>
<li>
Edoardo Milotti,<br>
1/f noise: a pedagogical review,<br>
arXiv:physics/0204033.
</li>
<li>
Sophocles Orfanidis,<br>
Introduction to Signal Processing,<br>
Prentice-Hall, 1995,<br>
ISBN: 0-13-209172-0,<br>
LC: TK5102.5.O246.
</li>
<li>
William Press,<br>
Flicker Noises in Astronomy and Elsewhere,<br>
Comments on Astrophysics,<br>
Volume 7, Number 4, 1978, pages 103-119.
</li>
<li>
Miroslav Stoyanov, Max Gunzburger, John Burkardt,<br>
Pink Noise, 1/f^alpha Noise, and Their Effect on Solutions
of Differential Equations,<br>
International Journal for Uncertainty Quantification,<br>
Volume 1, Number 3, pages 257-278, 2011.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "cdelay2.m">cdelay2.m</a>
is a circular buffer implementation of M-fold delay.
</li>
<li>
<a href = "corr.m">corr.m</a>
computes the sample correlation of a signal sample.
</li>
<li>
<a href = "cross_corr.m">cross_corr.m</a>
computes the sample cross correlation between two signal samples.
</li>
<li>
<a href = "ran1f.m">ran1f.m</a>
is a 1/F random number generator.
</li>
<li>
<a href = "ranh.m">ranh.m</a>
is a hold random number generator of period D.
</li>
<li>
<a href = "timestamp.m">timestamp.m</a>
prints the current YMDHMS date as a time stamp.
</li>
<li>
<a href = "wrap2.m">wrap2.m</a>
is a circular wrap of the pointer offset Q.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "pink_noise_test.m">pink_noise_test.m</a>
calls all the tests.
</li>
<li>
<a href = "pink_noise_test01.m">pink_noise_test01.m</a>
tests WRAP2.
</li>
<li>
<a href = "pink_noise_test02.m">pink_noise_test02.m</a>
tests CDELAY2.
</li>
<li>
<a href = "pink_noise_test03.m">pink_noise_test03.m</a>
tests RANH.
</li>
<li>
<a href = "pink_noise_test04.m">pink_noise_test04.m</a>
tests RAN1F.
</li>
<li>
<a href = "pink_noise_test_output.txt">pink_noise_test_output.txt</a>,
the output file.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../m_src.html">
the MATLAB source codes</a>.
</p>
<hr>
<i>
Last revised on 20 June 2010.
</i>
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