Title :
Digital generation of random sequences
Author_Institution :
US Army Missile Command, Redstone Arsenal, AL, USA
fDate :
4/1/1971 12:00:00 AM
Abstract :
A procedure for the digital generation of random number sequences having specified autocorrelation and probability density functions is given. Computations required to set up this algorithm are described. Examples illustrate the accuracy and versatility of the procedures described.
Keywords :
Random number generation; Autocorrelation; Character generation; Density measurement; Distribution functions; Exponential distribution; Nonlinear systems; Probability density function; Random number generation; Random sequences; Random variables;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099686
