Efficient Generation of Colored Noise
Date of Original Version
A new technique is presented for efficiently generating colored noise. Instead of discarding initial samples to account for the transient, the approach proposed here is to set the initial conditions of the filter so that the output process will be stationary. It is shown that the Levinson-Durbin algorithm provides an efficient means for determining these initial conditions. Copyright © 1981 by The Institute of Electrical and Electronics Engineers, Inc.
Proceedings of the IEEE
Kay, Steven M.. "Efficient Generation of Colored Noise." Proceedings of the IEEE 69, 4 (1981): 480-481. doi:10.1109/PROC.1981.12000.