Generating bandlimited Gaussian noise variates with the FFT
Norman C. Beaulieu, Christopher C. Tan · 2002
Rapid generation of time series samples of stationary, zero-mean, correlated Gaussian noise will accelerate digital communication system simulations. In this paper, we show that a fast Fourier transform (FFT) method of generating such samples typically requires an order of magnitude less operations and memory elements than other algorithms.