One-point random process generation

Minimalist Matlab implementation of a random process generation in one point using the spectral method

One-point random process generation

Minimalist Matlab implementation of a random process generation in one point

Summary

A stationary Gaussian random process is generated using the spectral method. This means that the function requires only two inputs: the target power spectral density (PSD) and the associated frequency vector.

Content

The present submission contains:

• The function randomProcess.m, which generates the (random) time series associated with a target PSD
• An example file Documentation.mlx, which illustrates the generation of the random process using the case of atmospheric turbulence
• The function getSamplingPara.m, which computes the target frequency vector and the associated time vector.

Any question, suggestion or comment is welcome.

Example