MODELING OF STOCHASTIC-SYSTEM INPUTS HAVING PRESCRIBED DISTRIBUTION AND COVARIANCE FUNCTIONS

[1] Stein, Storer, Generating a Gaussian sample, IEEE Transactions on Information Theory, 2 IT, (1956)

[2] Levin, Generation of a sampled Gaussian time series having a specified correlation function, IEEE Transactions on Information Theory, 6 IT, (1960)

[3] Gery, IEEE Spectrum, 5, (1968)

[4] Pakov, Joint Publ. Res. Ser. Doc. No. 5784, (1960)

[5] Curtis, Hughes Aircraft Co., Tech. Intern. Corr., 501 62–12–46, (1962)

[6] Gujar, Kavanah, Generation of random signals with specified probability density functions and power density spectra, IEEE Transactions on Automatic Control, 13 AC, 6, (1968)

[7] Broste, Digital generation of random sequences, IEEE Transactions on Automatic Control, 16 AC, 2, (1971)

[8] Deutsch, Nonlinear Transformations of Random Processes, (1962)

[9] Thomas, An Introduction to Statistical Communication Theory, (1969)

[10] Thomson, Proc. IEE, 102, (1955)

[1] Stein, Storer, Generating a Gaussian sample, IEEE Transactions on Information Theory, 2 IT, (1956)

[2] Levin, Generation of a sampled Gaussian time series having a specified correlation function, IEEE Transactions on Information Theory, 6 IT, (1960)

[3] Gery, IEEE Spectrum, 5, (1968)

[4] Pakov, Joint Publ. Res. Ser. Doc. No. 5784, (1960)

[5] Curtis, Hughes Aircraft Co., Tech. Intern. Corr., 501 62–12–46, (1962)

[6] Gujar, Kavanah, Generation of random signals with specified probability density functions and power density spectra, IEEE Transactions on Automatic Control, 13 AC, 6, (1968)

[7] Broste, Digital generation of random sequences, IEEE Transactions on Automatic Control, 16 AC, 2, (1971)

[8] Deutsch, Nonlinear Transformations of Random Processes, (1962)

[9] Thomas, An Introduction to Statistical Communication Theory, (1969)

[10] Thomson, Proc. IEE, 102, (1955)