Patent Document ID: 20040054702
Application ID: 10601537
Patent Flag: 0

Claim One:
1. A method for generating at least one sequence of random numbers of 1/f noise, which comprises the steps of: determining a desired spectral value &bgr;; determining a number of the random numbers of the 1/f noise to be generated; determining an intensity constant const; setting a starting value for a running variable n; performing a loop-type repetition until a desired number of elements y(n) of a vector y of length n is calculated from 1/f-distributed random numbers, by the steps of: increasing a current value of the running variable n by 1; setting a simulation time step &lsqb;t n−1 ; t n &rsqb;; determining elements C ij of a covariance matrix C of dimension (n×n) according to: C ij :&equals;const ·(−&verbar; t j −t i &verbar; &bgr;&plus;1 &plus;&verbar;t j−1 −t i &verbar; &bgr;&plus;1 &plus;&verbar;t j −t i−1 &verbar; &bgr;&plus;1 −&verbar;t j−1 −t i−1 &verbar; &bgr;&plus;1 ) i, j&equals;1,..., n determining an inverted covariance matrix C −1 by inverting the covariance matrix C; determining a variable &sgr; in accordance with &sgr;&equals; sqrt (1 /e ( n,n )), where sqrt denotes a square root function, and e(n,n) denotes an element of the inverted covariance matrix C −1 indexed by (n,n); determining a (0,1)-normally distributed random number which forms an nth component of a vector x of length n; forming a variable &mgr; from first (n−1) components of an nth row of the inverted covariance matrix C −1 and (n−1) elements of the vector y calculated for a preceding (n−1) simulation time step, according to: 24 μ := - y ( n - 1 ) T &CenterDot; C = • &it;, n - 1 C = n, n - 1 where y (n−1) denotes first (n−1) elements of the vector y, C ·,n −1 denotes the first (n−1) components of the nth row of the inverted covariance matrix C −1, and C n,n −1 denotes a component of the inverted covariance matrix C −1 indexed by (n,n); and calculating an element y(n) of the vector y of length n from the 1/f-distributed random numbers, according to: y ( n )&equals; x ( n )*&sgr;&plus;&mgr;.