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How to model a noise signal with frequency apportionment?

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I have been given following specs for a noise signal (like sensor noise). Kindly tell me how to model the same using MATLAB or SIMULINK.
Model a noise of zero mean and following Standard Deviations
1) σ1 for frequency < f1
2) σ2 for f1 < frequency < f2
3) σ3 for frequency > f2
How to model this noise signal ?

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