Title :
Modelling of two-dimensional correlated random signal
Author_Institution :
Inst. of Telecommun., Warsaw Univ. of Technol., Warszawa, Poland
Abstract :
A method is described for creating a two-dimensional field of random samples with the assumed marginal pdf and specified horizontal and vertical correlation coefficients. The presented method is based on transforming the set of random features with an appropriate prepared correlation matrix, according to given schemes. A field of random samples with log-normal marginal pdf and desired horizontal and vertical correlation was created as an example of using the presented algorithm.
Keywords :
computer aided analysis; correlation methods; log normal distribution; matrix algebra; random processes; signal sampling; correlation matrix; horizontal correlation coefficients; log-normal marginal pdf; modelling; random samples; two-dimensional correlated random signal; two-dimensional field; vertical correlation coefficients; Algorithm design and analysis; Clutter; Computer simulation; Covariance matrix; Random processes; Random sequences; Signal analysis; Signal design; Signal generators; Symmetric matrices;
Conference_Titel :
Microwaves, Radar and Wireless Communications, 2002. MIKON-2002. 14th International Conference on
Print_ISBN :
83-906662-5-1
DOI :
10.1109/MIKON.2002.1017811
