Modelling of two-dimensional correlated random signal

Author

Jakubiak, A.

Author_Institution

Inst. of Telecommun., Warsaw Univ. of Technol., Warszawa, Poland

Volume

1

fYear

2002

fDate

2002

Firstpage

85

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Microwaves, Radar and Wireless Communications, 2002. MIKON-2002. 14th International Conference on

Print_ISBN

83-906662-5-1

Type

conf

DOI

10.1109/MIKON.2002.1017811

Filename

1017811