求助MATLAB中产生高斯色噪声！
我想在MATLAB中产生高斯色噪声，首先用randn产生高斯白噪声，然后通过一个低通滤波器，得到高斯色噪声，我想请问下，在MATLAB中如何实现，希望达人能够指教？ 色噪声？是指有色噪声吗？？ 就是高斯色噪声呀， 看看这些有没用!?http://www.mathworks.com/matlabcentral/fileexchange/18269 % Function to generate colored noise using Euler-maruyama method
% For measuring,the accuracy of a numerical simulation to an SDE, the
% strong order of convergence is used.
% EM method converges with a strong order =.5
% Basically to compute the path for color noise we solve the differential
% equation : dx=axdt+bw(t) where w(t) is wiener process
% b defines the intensity of white noise
% Input: a,b (intensity of white noise) and T (the upper limit to time
% vector), N (the no. of samples which essentially defines the step size )
% Output: W(t)( Color noise) ,t (time vector)
% Example colornoise(1,1,1,1000)
% Author : Abhirup lahiri (abhiruplahiri@yahoo.com)
function = colornoise(a,b,T,N)
randn('state',100); %fixing the state of generator
dt=T/N;
dW=sqrt(dt)*randn(1,N);
R=4; %fixed for this computation
L=N/R;
Xem=zeros(1,L);
Xzero=0;
Xtemp=Xzero;
Dt=R*dt;
for j=1:L
Winc=sum(dW(R*(j-1)+1:R*j));
Xtemp=Xtemp+a*Dt*Xtemp+b*Winc;
Xem(j)=Xtemp;
end
W=;
t=
%plot(t,W)
[ 本帖最后由 ChaChing 于 2009-10-1 08:27 编辑 ] 看看这些有没用!?
http://www.engr.uky.edu/~donohue/ee513/mfiles/MatlabEE513.htm
%This script generates colored noise by filtering white noise with a
%Butterworth bandpass filter. Figures are then generated to compare the
%PSD of the colored noise to the filter transfer function magnitude.In
%addition, the autocorrelation is taken of the input white noise sequence
%and the output colored noise sequence for comparisons.
%
%Written by Kevin D. Donohue (donohue@engr.uky.edu) March 2004
fs = 8000;%Sampling Frequency
dur = 20; %Sound duration in seconds
ord = 6;
plen = 32;% PSD segment length
%Bandlimit on the filter
f1 = ;% lower bandlimit
f2 = ; % corresponding upper bandlimit
% colors for the plots
col = ['g', 'r', 'b', 'k', 'c', 'b'];
no = randn(1,round(fs*dur));%Generate noise signal
= butter(ord,2*/fs);% Generate filter
% perform filter operation to get colored noise
cno = filter(b,a,no);
% Compute the PSD
= pwelch(cno,hamming(plen),fix(plen/2),2*plen, fs); % Compute PSD of noise
figure(1); lh = plot(fax,abs(fs*p/2),col(1)) % Plot PSD
set(lh,'LineWidth',2)%Make line thicker
hold on
%Find filter transfer function
= freqz(b,a,2*plen,fs);
plot(fq,abs(h).^2,col(2))
hold off
% Label figure
xlabel('Hertz', 'Fontsize', 14)
ylabel('PSD', 'Fontsize', 14)
%Compute autocorrelation of input sequence
mxlag = fs*.02;%Only compute lags up to 20 milliseconds
= xcorr(no, mxlag, 'coef');
%Plot lags
figure(2); plot(1000*lagwno/(fs),acwno)
xlabel('milliseconds','Fontsize', 14);ylabel('Correlation coefficient','Fontsize', 14)
%Compute autocorrelation of output sequence
mxlag = fs*.02;%Only compute lags up to 20 milliseconds
= xcorr(cno, mxlag, 'coef');
%Plot lags
figure(3); plot(1000*lagcno/(fs),accno)
xlabel('milliseconds','Fontsize', 14);ylabel('Correlation coefficient','Fontsize', 14)
谢谢你！:loveliness: :loveliness: 没看明白.........
回复 7楼 flexibility 的帖子
不见得会懂, 但总需要知道那里没看明白? 非常感谢啊 参数a是？？参数b是指高斯白噪声的信噪比吗？？ Function to generate colored noise using Euler-maruyama method
为什么用不了？Attempt to execute SCRIPT colornoise as a function:
本帖最后由 ChaChing 于 2012-3-13 00:14 编辑
回复 11 # 熊星星星 的帖子
Ref: 常见的程序出错问题整理 http://forum.vibunion.com/thread-46001-1-1.html
6F->Attempt to execute SCRIPT conv as a function
From http://forum.vibunion.com/home-space-uid-63979-do-blog-id-18250.html
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