FFT based generation of bandlimited Gaussian noise variates

Rapid generation of time series samples of stationary, zero-mean, correlate d Gaussian noise will accelerate digital communication system simulations. In this letter, we show that a fast Fourier transform (FFT) based method is well suited to rapidly generate such noise samples. The FFT method require s O(N) memory elements and O(N log(2) N) floating-point operations to gener ate each sequence of N variates. Sequences that are bandlimited incur an al iasing error in the correlation function of the sequence, but for practical simulations we show this error is negligible. We quantify this error for a rbitrary sampling rates and correlation functions.