COMPUTER-GENERATION OF CORRELATED GAUSSIAN RANDOM-VARIABLES

被引：15

作者：

GEIST, JM

机构：

[1] Government Communication Systems Division, Harris Corporation, Melbourne

来源：

PROCEEDINGS OF THE IEEE | 1979年 / 67卷 / 05期

关键词：

D O I：

10.1109/PROC.1979.11334

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This papa presents a means of generating a set of n correlated Gaussian random variables from N or fewer independent Gaussian random variables. In computer generation of pseudorandom variables, this technique sometimes has computational advantages over the more straightforward inverse Gram-Schmidt procedure. As an example, application of file technique in simulation of a pulse frequency modulation (PFM) receiver is discussed. Copyright © 1979 by Thc Institute of Ekctrical and EkcuPnics Engineers, Inc.

引用

页码：862 / 863

页数：2