Title :
On the generation of random dithering sequences with specified both power spectral density and probability density function
Author :
Sotiriadis, Paul P.
Author_Institution :
Dept. of Electr. & Comput. Sci., Nat. Tech. Univ. of Athens, Athens, Greece
Abstract :
This paper proposes a new systematic methodology to generate random sequences with pre-determined power spectral density and marginal probability density function using Price´s theorem for the transformation of the autocorrelation function of jointly Gaussian random variables. Examples and MATLAB simulation illustrate the theory.
Keywords :
Gaussian processes; correlation theory; probability; random number generation; random sequences; spectral analysis; Gaussian random variable; Matlab simulation; Price theorem; autocorrelation function; power spectral density; probability density function; random dithering sequence generation; Correlation; Filtering theory; Finite impulse response filters; Probability density function; Random processes; Random sequences; Random variables; colored noise; dithering; noise shaping; power spectral density; probability density function; random sequence;
Conference_Titel :
Frequency Control Symposium (FCS), 2014 IEEE International
Conference_Location :
Taipei
DOI :
10.1109/FCS.2014.6859993
