摘要 |
A computer programmed to process a method for generating a sequence of random numbers of a 1/f noise has the following steps: 1). Determining a constant step delta or instants of consideration t0 to tn; 2). Determining a desired spectral value beta; 3). Determining the number n of the random numbers, to be generated, of a 1/f noise; 4). Determining an intensity constant const; 5). forming a covariance matrix <DULINE>C</DULINE> of dimension (nxn); and 6). Forming the Cholesky decomposition <DULINE>L</DULINE> of the covariance matrix <DULINE>C</DULINE>, with the following steps being carried out for each sequence, to be generated, of random numbers of a 1/f noise: 1). Forming a vector x of length n from random numbers normally distributed in [0,1], and 2). Generating a vector y of length n of the desired 1/f-distributed random numbers by multiplying the Cholesky-decomposition <DULINE>L</DULINE> by the vector x.
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