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Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 1 <p>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 2
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 3 Generating non-white random noise means producing arbitrary long time series with a given spectral density.
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 4 Such time series are needed for example for the following purposes:
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 5 </p>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 6 <p>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 7 <ul>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 8 <li> To generate test data sets for programs that compute spectral densities, </li>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 9 <li> as inputs for various simulations.</li>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 10 </ul>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 11 </p>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 12 <p>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 13 One way of doing this is to apply digital filters (FIR or IIR) to white input noise.<br/>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 14 This approach is effectively implemented for the generation of <a href="ndim_ng.html"> multichannel noise </a>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 15 with a given cross spectral density. <br/>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 16 Multichannel transfer functions are identified by an automatic fit procedure based
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 17 on a modified version of the vector-fitting algorithm
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 18 (see <a href="zdomainfit.html"> Z-Domain Fit </a> for further details on the algorithm). <br/>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 19 Partial fraction expansion of multichannel transfer functions and the implementation of
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 20 <a href="sigproc_dfilt.html">filter</a> state initialization avoid the presence of unwanted 'warm-up period'.
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 21 </p>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 22
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 23 <p>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 24 A different approach is implemented in LTPDA as <a href="franklin_ng.html">Franklin noise-generator</a>.<br/>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 25 It produces spectral densities according to a given pole zero model (see <a href="pzmodel.html">Pole/Zero Modeling</a>) and does not require any warm-up period. <br/>
Daniele Nicolodi <nicolodi@science.unitn.it>
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+ − 26 </p>