[time-nuts] Random Walk Noise experiment

ehydra ehydra at arcor.de
Sun Feb 13 06:11:05 UTC 2011


I think the confusion is now perfect:
http://www.mikrocontroller.net/topic/207061#2059725

Let Google translate it from german to your language.

Does the difference come from voltage vs. power spectrum?

Magnus Danielson schrieb:
> 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



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