Andor <andor.bariska@[EMAIL PROTECTED]
> wrote:
> This sounds a bit contradicting. Either you are intersted in 1/f^{5/3}
> noise, or you are worried about values in the series deviating from
> zero for long periods.
> You can't have both.
The application in my case was simulating wind turbulence. Wind
turbulence freqency has a power spectrum density pro****tional to
1/(1+K*f)^(5/3), which for large f is equal to 1/f^(5/3). The
simulation time scale, however, is quite short, so I don't want a gust
of wind to last the whole simulation duration (that would effectively
change the average wind speed).
By choosing the number of poles suitably one can choose how much low
frequency components to include. The original (empirical) formula
doesn't go to infinity at f=0 either, so one could estimate it with a
suitable number of poles. In my case I wanted even less low-frequency
components, and using 2 poles with a 20Hz sampling rate yields maximum
wind gust lengths of approximately 3-5 seconds (the spectrum turns flat
below 0.3Hz). So in my application, it is desireable that the noise is
pink at the high end of the spectrum, but flat at the low end.
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