A fast and accurate Rayleigh fading simulator

This paper presents a simulator that efficiently generates correlated complex Gaussian variates with a power spectral density as described by Jakes (Jakes, Jr., 1974). The simulator consists of a fixed IIR filter followed by a variable polyphase interpolator, to accommodate different Doppler rates. The IIR filter was designed using an iterative optimization technique known as the ellipsoid algorithm, following an optimization technique that is more generally applicable and can be used to approximate any given magnitude frequency response. Software to implement both the IIR filter design technique and the complex Rayleigh fading simulator itself are available at the author´s Website or by email.