Simulation of dependent samples of symmetric alpha-stable clutter

Discrete-time samples of isotropic clutter with symmetric alpha-stable (S(alpha)S) distribution are generated by modulating a complex correlated Gaussian sequence with a nonnegative sequence with skewed stable distribution. The quadrature components of such simulated clutter are uncorrelated, yet dependent, with uniform phase. The statistical dependence between samples of the modulating sequence is induced by employing an autoregressive moving-average scheme with nonnegative stable innovations. A simple autoregressive scheme is analyzed in more detail, and a special technique for simulating isotropic Cauchy clutter is presented