To generate a random signal with the given PSD

How to generate a random signal with the given PSD and upper and lower cut-off frequencies in MATLAB or SIMULINK? Whether possible or not?

[Image Analyst]

http://www.mathworks.com/matlabcentral/answers/8626-how-do-i-get-help-on-homework-questions-on-matlab-answers

Answer 1

[Honglei Chen]

Normally this is done by generating a filter according to the given PSD and then pass a white noise through the filter.

[Chandrashekhar Dharankar]

Yes, what you are saying has been practiced by me. I have used a band limited white noise block (BLWN) in SIMULINK as an input to the first order filter. But the PSD of output does not matches with the analytical prediction which uses ideal white noise as an input. This might be due to the fact that the BLWN block does not gives the ideal white noise. Also there is no choice to select its frequency band?

[Honglei Chen]

In digital domain, everything is relative to the sampling frequency. So the shape of PSD is basically shaping the band between DC and the sampling frequency. Is this what you mean?

Answer 2

[Azzi Abdelmalek]

Since two different signals can have the same PSD, then there is no unique solution

[Chandrashekhar Dharankar]

Agreed, but I am not expecting the unique solution. I want a signal which gives me the required PSD. Eg. a band limited white noise block in SIMULINK generates a different signal every time but with the same statistical characteristic.