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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
> Gaussian.
>
> --
> Tim Wescott
> Control system and signal processing consultingwww.wescottdesign.com

Oh... weird..
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