[time-nuts] Random Walk Noise experiment

[Magnus Danielson]

On 12/02/11 21:02, Bruce Griffiths wrote:
> Flicker noise is not the same as random walk noise, the spectra differ.
> Using an AC coupled generator (eg a sound card) filters out the low
> frequency content.
>
> Zeners and transistors (biased at low current) can be used to generate
> flicker noise directly at least for low frequencies where it dominates.
> Generating random walk noise is more difficult, integrating white noise
> is one technique that can be used (at least in principle).

Of course... *head-slapp*

white noise has a flat power spectrum
flicker noise has a power spectrum of slope f^-1
random walk noise has a power spectrum of slope f^-2

For random walk you need to do integration. If you do it in analogue, 
care in low-frequency cut-off comes in and below it you will have white 
noise. For digital it's a trivial, but you may end up with digital 
wrap-around but doing a low-frequency leakage you avoid it and end up 
with the same situation as in the analogue domain.

So expect there to be a frequency limit for it if synthesized.

Cheers,
Magnus