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Type: Artigo de periódico
Title: Coloring Non-Gaussian Sequences
Author: Santos, JCS
Yacoub, MD
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.
Subject: Autocorrelation
non-Gaussian processes
order statistics
rank statistics
Country: EUA
Editor: Ieee-inst Electrical Electronics Engineers Inc
Citation: Ieee Transactions On Signal Processing. Ieee-inst Electrical Electronics Engineers Inc, v. 56, n. 12, n. 5817, n. 5822, 2008.
Rights: fechado
Identifier DOI: 10.1109/TSP.2008.2005751
Date Issue: 2008
Appears in Collections:Unicamp - Artigos e Outros Documentos

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