Pink noise

oneoverfsim.py

import numpy as np
import matplotlib.pyplot as plt
from matplotlib import mlab

def one_over_f(f, knee, alpha):
    desc = np.ones_like(f)
    desc[f<KNEE] = np.abs((f[f<KNEE]/KNEE)**(-alpha))
    desc[0] = 1
    return desc

white_noise_sigma =  3 #mK * sqrt(s)

SFREQ = 2 #Hz
KNEE = 5 / 1e3 #Hz
ALPHA = .7
N = SFREQ * 3600 * 2 # 4 hours

#generate white noise in time domain
wn=np.random.normal(0.,white_noise_sigma*np.sqrt(SFREQ),N)

#shaping in freq domain
s = np.fft.rfft(wn)
f = np.fft.fftfreq(N, d=1./SFREQ)[:len(s)]
f[-1]=np.abs(f[-1])
fft_sim = s * one_over_f(f, KNEE, ALPHA)
T_sim = np.fft.irfft(fft_sim)

#PSD - 1 hour window
NFFT = int(SFREQ*60*60*1)
s_sim, f_sim  = mlab.psd(T_sim, NFFT=NFFT, Fs=SFREQ, scale_by_freq=True)

#plot
plt.figure()
plt.plot(f_sim, np.sqrt(s_sim), label='sim')
plt.loglog(f_sim, one_over_f(f_sim, KNEE, ALPHA) * white_noise_sigma*1e3*np.sqrt(2), 'r',label='noise model')
plt.vlines(KNEE,*plt.ylim())
plt.grid(); plt.xlabel('Freq'); plt.title('Amplitude spectrum'); plt.legend()