New version of PLNoise: a package for exact numerical simulation of power-law noises

摘要

In a recent paper I have introduced a package for the exact simulation of power-law noises and other colored noises [E. Milotti, Comput. Phys. Comm. 175 (2006) 212]: in particular, the algorithm generates 1/f(alpha) noises with 0 < alpha <= 2. Here I extend the algorithm to generate 1/f(alpha) noises with 2 < alpha <= 4 (black noises). The method is exact in the sense that it produces a sampled process with a theoretically guaranteed range-limited power-law spectrum for any arbitrary sequence of sampling intervals, i.e. the sampling times may be unevenly spaced.