An Efficient Algorithm for Generating Colored Noise Using a Pseudorandom Sequence
Filtering white noise to obtain any desired power spectral density can be expedited by starting with a maximal length sequence: its binary nature eliminates multiplications from the convulotion operation, and the number of additions can be reduced to the order of 2.5n log(2)n, where n is the length of the sequence, using an algorithm based upon the fast Hadamard transform.
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