A frequency domain filtering method for generation of long complex Gaussian sequences with required spectra

The frequency domain filtering method treats the i.i.d. Gaussian samples as in the frequency domain and thus the generation of out-band samples is not necessary. It is efficient when the Doppler bandwidth is low in comparison with the sampling rate, such as in simulations of multipath fading channels. A proposed time domain smooth joining scheme maintains the mean and variance unchanged and controls the power spectral density distortion. The data window used in the joining sessions is cosine and the resultant autocorrelation window ranges from triangle to Papoulis, depending on the degree of overlapping. The spectrum distortions are observed as a trade-off with computational efficiency. It can be seen as a reciprocal work of power spectrum estimation