IEEE Transactions on Automatic Control · 1968 · 88 citations · 6 references
EngineeringElectrical EngineeringAnalog ElectronicsMicroelectronicsStochastic ModelingDigital Signal ProcessingProbability DistributionsSignal ProcessingNonlinear ModelingPower DensityPower Spectral DensityProbability Density AnalysisProbability Density FunctionsSignals
In testing physical systems, a random signal with a specified probability density function and power density spectrum may be required. The authors present a method to generate signals that meet specified probability density functions and power density spectra with acceptable accuracy for many useful cases. The method uses linear and nonlinear operations on the output of a Gaussian signal generator, implemented with simple analog computer components. The approach successfully produces a variety of signals with the desired statistical properties, as illustrated by numerous examples, while also revealing its limitations.
In the testing of physical systems, a random signal having a desired probability density function and power density spectrum may be required. A method is presented for generation of signals which, for a range of useful cases, can meet such specifications with acceptable accuracy. It is shown that suitable linear and nonlinear operations on the output of a Gaussian signal generator will, in many cases, give the desired signals. The necessary operations may be realized using fairly simple analog computer components. A number of examples are given of the type of signals which can be generated by this method. Some examples which demonstrate the limitations of the method are also given.
6