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Grey noise

Purpose
Description
Macro Synopsis
Modules
Related Functions


Purpose

Generate a grey noise signal

Description

"Grey noise" generates a grey noise signal as an Ornstein-Uhlenbeck process. Grey noise is a special case of coloured noise with a spectral maximum at the frequency 0.

Its parameters are


which denotes the relaxation time in the Autocorrelation function of the grey noise signal. The algorithm is based on the Langevin equation for an Ornstein-Uhlenbeck process with additive white noise.

Macro Synopsis

y = GreyNoise(N,c);
signal y;
int N;
float c;

Modules

Student, Professional

Related Functions

Fractal noise, Gaussian noise, Poisson noise, Uniform noise.