• DocumentCode
    1300947
  • Title

    Generation of a discrete-time correlated Laplacian process

  • Author

    Szajnowski, W.J.

  • Author_Institution
    Sch. of Electron. Eng., Inf. Technol. & Math., Surrey Univ., Guildford, UK
  • Volume
    7
  • Issue
    3
  • fYear
    2000
  • fDate
    3/1/2000 12:00:00 AM
  • Firstpage
    69
  • Lastpage
    70
  • Abstract
    A new method is proposed to generate a discrete-time correlated Laplacian process from four mutually independent, discrete-time Gaussian processes with suitably chosen correlation functions. In contrast to some other known methods, the entire range of correlation coefficients of the resulting Laplacian process can be realized. An example of generating a discrete-time Laplace-Markov process is presented.
  • Keywords
    Gaussian processes; Markov processes; correlation methods; noise; Gaussian random variables; Laplacian process generation; analog hardware simulation; colored Laplacian noise; correlation coefficients; correlation functions; discrete-time Laplace-Markov process; discrete-time correlated Laplacian process; mutually independent discrete-time Gaussian processes; power spectra; Gaussian distribution; Gaussian noise; Gaussian processes; Laplace equations; Markov processes; Probability distribution; Random processes; Random variables; Signal detection;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/97.823529
  • Filename
    823529
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1300947