Title :
Coloring Non-Gaussian Sequences
Author :
Filho, José Cândido Silveira Santos ; Yacoub, Michel Daoud
Author_Institution :
Dept. of Commun., Univ. of Campinas, Campinas
Abstract :
We propose a novel method for generating random sequences matching both a target non-Gaussian distribution and a target autocorrelation. In the proposed scheme, samples matching the target distribution are drawn independently and then suitably rearranged to match the target autocorrelation. Our method overcomes the difficulties of the standard method in generating sequences with unknown inverse distribution. Many examples are included.
Keywords :
Gaussian distribution; random sequences; coloring non-Gaussian sequences; non-Gaussian distribution; random sequences; target autocorrelation; Autocorrelation; non-Gaussian processes; order statistics; rank statistics; simulation;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2008.2005751
