Title :
Nonlinear system inversion applied to random variable generation
Author :
Pagès-Zamora, A. ; Lagunas, M.A. ; Mestre, X.
Author_Institution :
Dept. Teoria del Senyal i Comunicaciones, Univ. Politecnica de Catalunya, Barcelona, Spain
Abstract :
A method to design random variable (RV) generators with the same probability density function (PDF) as a given RV record is presented. The resulting RV generator is a nonlinear system that when driven by a uniformly distributed RV, provides an output RV with the desired PDF distribution. The analytical description of the desired PDF is not needed; in fact, only a data record of the desired RV is used. Inversion of nonlinear systems and nonlinear system adaptive design are used
Keywords :
adaptive signal processing; nonlinear systems; probability; random processes; simulation; PDF; RV record; adaptive design; data record; nonlinear system inversion; probability density function; random variable generators; simulation; uniform distribution; Adaptive systems; Azimuth; Design methodology; Fourier series; Nonlinear systems; Probability density function; Probability distribution; Propagation delay; Random variables; Signal processing;
Conference_Titel :
Statistical Signal and Array Processing, 2000. Proceedings of the Tenth IEEE Workshop on
Conference_Location :
Pocono Manor, PA
Print_ISBN :
0-7803-5988-7
DOI :
10.1109/SSAP.2000.870121
