Title :
Generation of a discrete-time correlated Laplacian process
Author :
Szajnowski, W.J.
Author_Institution :
Sch. of Electron. Eng., Inf. Technol. & Math., Surrey Univ., Guildford, UK
fDate :
3/1/2000 12:00:00 AM
Abstract :
A new method is proposed to generate a discrete-time correlated Laplacian process from four mutually independent, discrete-time Gaussian processes with suitably chosen correlation functions. In contrast to some other known methods, the entire range of correlation coefficients of the resulting Laplacian process can be realized. An example of generating a discrete-time Laplace-Markov process is presented.
Keywords :
Gaussian processes; Markov processes; correlation methods; noise; Gaussian random variables; Laplacian process generation; analog hardware simulation; colored Laplacian noise; correlation coefficients; correlation functions; discrete-time Laplace-Markov process; discrete-time correlated Laplacian process; mutually independent discrete-time Gaussian processes; power spectra; Gaussian distribution; Gaussian noise; Gaussian processes; Laplace equations; Markov processes; Probability distribution; Random processes; Random variables; Signal detection;
Journal_Title :
Signal Processing Letters, IEEE
