Generation of Stationary Random Signals with Arbitrary Probability Distribution and Exponential Correlation
Summary :
The generation and design of a stationary Markov signal are discussed as an inverse problem, in which one looks for a transition probability when a stationary probability distribution is given. This paper presents a new solution to the inverse problem, which makes it possible to design and generate a Markov random signal with arbitrary probability distribution and an exponential correlation function. Several computer results are illustrated in figures.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E77-A No.5 pp.917-922
- Publication Date
- 1994/05/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- PAPER
- Category
- Digital Signal Processing
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Junichi NAKAYAMA, "Generation of Stationary Random Signals with Arbitrary Probability Distribution and Exponential Correlation" in IEICE TRANSACTIONS on Fundamentals,
vol. E77-A, no. 5, pp. 917-922, May 1994, doi: .
Abstract: The generation and design of a stationary Markov signal are discussed as an inverse problem, in which one looks for a transition probability when a stationary probability distribution is given. This paper presents a new solution to the inverse problem, which makes it possible to design and generate a Markov random signal with arbitrary probability distribution and an exponential correlation function. Several computer results are illustrated in figures.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e77-a_5_917/_p
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@ARTICLE{e77-a_5_917,
author={Junichi NAKAYAMA, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Generation of Stationary Random Signals with Arbitrary Probability Distribution and Exponential Correlation},
year={1994},
volume={E77-A},
number={5},
pages={917-922},
abstract={The generation and design of a stationary Markov signal are discussed as an inverse problem, in which one looks for a transition probability when a stationary probability distribution is given. This paper presents a new solution to the inverse problem, which makes it possible to design and generate a Markov random signal with arbitrary probability distribution and an exponential correlation function. Several computer results are illustrated in figures.},
keywords={},
doi={},
ISSN={},
month={May},}
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TY - JOUR
TI - Generation of Stationary Random Signals with Arbitrary Probability Distribution and Exponential Correlation
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 917
EP - 922
AU - Junichi NAKAYAMA
PY - 1994
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E77-A
IS - 5
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - May 1994
AB - The generation and design of a stationary Markov signal are discussed as an inverse problem, in which one looks for a transition probability when a stationary probability distribution is given. This paper presents a new solution to the inverse problem, which makes it possible to design and generate a Markov random signal with arbitrary probability distribution and an exponential correlation function. Several computer results are illustrated in figures.
ER -
English
