Prev: Optimizing Gaussian mix fit
Next: inverse z transform
From: brice zoh on 12 Apr 2010 13:55
Hi Everyone
I am trying to generate a random noise which is not gaussian,All I know is the power spectral density of the noise.I don't have any variance or mean.

Thanks.
From: Greg Heath on 13 Apr 2010 04:10
On Apr 12, 1:55 pm, "brice zoh" <b...(a)uno.edu> wrote:
> Hi Everyone
> I am trying to generate a random noise which is not gaussian,All I  know is the power spectral density of the noise.I don't have any variance or mean.
>
> Thanks.

How many hits did you get when you searched the
CSSM archives with the keywords

generate PSD

?

Hope this helps.

Greg
From: TideMan on 13 Apr 2010 06:43
On Apr 13, 5:55 am, "brice zoh" <b...(a)uno.edu> wrote:
> Hi Everyone
> I am trying to generate a random noise which is not gaussian,All I  know is the power spectral density of the noise.I don't have any variance or mean.
>
> Thanks.

Well, that's rubbish.
If you have the PSD, you MUST have the variance.
Google Parseval's theorem.
And who cares about the mean? Just add any old thing.
It will drop out of any subsequent analysis that you do.
 | 
Pages: 1
Prev: Optimizing Gaussian mix fit
Next: inverse z transform