Title :
Generating bandlimited Gaussian noise variates with the FFT
Author :
Beaulieu, Norman C. ; Tan, Christopher C.
Author_Institution :
Queen´´s Univ., Kingston, Ont., Canada
Abstract :
Rapid generation of time series samples of stationary, zero-mean, correlated Gaussian noise will accelerate digital communication system simulations. In this paper, we show that a fast Fourier transform (FFT) method of generating such samples typically requires an order of magnitude less operations and memory elements than other algorithms
Keywords :
Gaussian noise; correlation methods; digital communication; fast Fourier transforms; signal sampling; signal synthesis; time series; FFT; bandlimited Gaussian noise variates; digital communication system simulations; fast Fourier transform; rapid generation; stationary zero-mean correlated Gaussian noise; time series samples; Acceleration; Computational efficiency; Covariance matrix; Digital communication; Fast Fourier transforms; Gaussian noise; Matrix decomposition; Power system modeling; Sampling methods; Singular value decomposition;
Conference_Titel :
Communications, Computers and Signal Processing, 1997. 10 Years PACRIM 1987-1997 - Networking the Pacific Rim. 1997 IEEE Pacific Rim Conference on
Conference_Location :
Victoria, BC
Print_ISBN :
0-7803-3905-3
DOI :
10.1109/PACRIM.1997.619895
