--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/blwhitenoise.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,76 @@
+% BLWHITENOISE return a band limited gaussian distributed white noise
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% DESCRIPTION: BLWHITENOISE return a band limited Gaussian distributed
+% white noise
+%
+% CALL:       wn = blwhitenoise()
+%
+% INPUTS:     npts  - number of data points in the series. Note, number of
+%                     seconds is npts*fs
+%             fs    - sampling frequency
+%             fl    - lower bandwidth frequency
+%             fh    - higher bandwidth frequency
+%
+% OUTPUTS:    wn - band limited gaussian white noise
+% 
+% REFERENCES:
+% 
+% [1] Kafadar, K., Gaussian white-noise generation for digital signal
+% synthesis. IEEE Transactions on Instrumentation and Measurement IM-35(4),
+% 492-495, 1986.
+%
+% VERSION: $Id: rand.m,v 1.2 2008/10/24 06:19:23 hewitson Exp $
+%
+% HISTORY: 04-01-2010 Luigi Ferraioli
+%             Creation
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function Xt = blwhitenoise(npts,fs,fl,fh)
+  
+  % generate linear spaced frequency vactor for fft
+  f = (0:floor(npts/2)).*fs./npts;
+  f = f';
+  nf = length(f);
+  
+  % amplitude vector
+  amp = zeros(nf,1);
+  
+  % phase vactor
+  phs = zeros(nf,1);
+  
+  % select frequency range
+  if fh>fs/2
+    fh = fs/2;
+  end
+  if fl<0
+    fl = 0;
+  end
+  
+  idxl = f>=fl;
+  idxh = f<=fh;
+  idx = idxl&idxh;
+  n1s = sum(idx);
+  
+  phs(idx,1) = -pi + (2*pi).*rand(n1s,1);
+  phs(1,1) = 0;
+  phs(end,1) = 0;
+  amp(idx,1) = sqrt(npts);
+  amp(1,1) = 0;
+  amp(end,1) = 0;
+  
+  % get final random phase and constant amplitude
+  phs = [phs;-1.*flipud(phs(2:end-1))];
+  amp = [amp;flipud(amp(2:end-1))];
+  
+  % fft signal
+  Xf = amp.*(cos(phs)+1i.*sin(phs));
+  
+  % time domain signal
+  Xt = ifft(Xf);
+  
+end
+% END
+