Am 16.11.2015 20:00, schrieb Martin Vicanek:
[..] the autocorrelation is
<x[n]*x[n+k]> = (1/3)*(1-P)^|k|
(I checked that with a little MC code before posting.) So the power
spectrum is (1/3)/(1 + (1-P)z^-1), i.e flat at DC and pink at higher
frequencies. For reasonably small P the corner frequency is
w_c = P/sqrt(1-P).
Erratum: The power spectrum is brown, not pink. The fall-off is 12
dB/octave, not 6. Sorry, next time I'll use a larger envelope. ;-)
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