Abstract
This paper presents the method of generating N-dimensional normally distributed random signals from a single binary random signal.The main constituents on the basis of this method are the n-stage shift register whose state represented by a vector α(t) is varied irregularly by transmitting the binary random signal, and the N weighted adders whose k-th output is xk=α(t)tωk, where ωk is the weight vector of the k-th weight adder. It is theoretically shown that, if ωk is proportional to a k-th degree orthogonal polynominal Pkn-1, the cross-correlation function of xk and xl for different arbitrary k, l is zero, the probability density function of xk is a normal distribution when n is infinite, and xk and xl are statistically independent. Therefore it is possible to generate the N-dimensional normally distributed random signals with an arbitrary covariance matrix by combining the {xk; k=1, 2, …, N} linearly.It is made sure by a digital simulation that this method can be put to practical use.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Transactions of the Society of Instrument and Control Engineers
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
