Generate a grey noise signal
"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
- length N (in samples) and
- correlation time c,
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.
y = GreyNoise(N,c);
Fractal noise, Gaussian noise,
Poisson noise, Uniform noise.