Simple method for generation of multiple normal random signals

A set of N weighting functions for N digital filters that is based on an even-shift orthogonal sequence is proposed. The filter can generate N uncorrelated random signals from a single binary random signal. All distribution functions of the generated random signals become the same normal distribution. The generation speed is a function of N and does not depend on n, the order of the orthogonal polynomials on which the weighting function is based. Hence, faster generation of the random signals can be obtained. The implementation of the filters is very easy, because all n×N weight elements and the input signal are binary