Arbitrary Kurtosis Noise Generation with Matlab

Generation of noise signal with arbitrary kurtosis via temporal processing of white noise.

The present code is a Matlab function that allows generation of noise signals with arbitrary kurtosis. The generated signal has kurtosis with deviation below +/− 1% of desired value, unity standard deviation and zero mean value.

Two examples are given in order to clarify the usage of the function. For convenience, the input and output arguments are given in the beginning of the function.

The code is based on the theory described in:

[1] D. Smallwood. Generating non-Gaussian vibration for testing purposes. Sound and Vibration, Vol. 39, No. 10, 2005, pp. 18-23.

[2] D. Smallwood. Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density. Shock and Vibration, Vol. 4, No. 5-6, 1997, pp. 361-377.