In this paper a real-time method for generating signals of constrained amplitude and a given (arbitrary) spectrum is presented. This technique is based on the concatenation of sinusoidal signals of suitably chosen frequencies in order to obtain a signal with the desired sample autocovariance sequence as the number of samples tends to infinity. The effectiveness of the method is demonstrated theoretically and via simulations. (C) 2011 Elsevier Ltd. All rights reserved.