The generation of a random uniform sequence with a given covariance
Document title: The generation of a random uniform sequence with a given covariance
Journal: Memoria Electro - Congreso Internacional de Ingeniería Electrónica
Database: PERIÓDICA
System number: 000274201
ISSN: 1405-2172
Authors: 1
Institutions: 1Instituto Nacional de Astrofísica, Optica y Electrónica, Departamento de Electrónica, Tonantzintla, Puebla. México
Year:
Season: Oct
Volumen: 18
Pages: 67-71
Country: México
Language: Inglés
Document type: Artículo
Approach: Analítico
English abstract This paper presents how to generate on a cimputer an uniform sequence with a given correlation among its values. The procedure is accomplished in a three main steps. At first, a correlated normal sequence is generated by using Karhunen-Loeve transform. In the next step, the uniform sequence in the range [0,1], using the nonlinear transform of the normal sequence, is generated. Finally, the uniform sequence in a given interval and with a given correlation is generated by the linear transform
Disciplines: Ciencias de la computación,
Matemáticas
Keyword: Matemáticas aplicadas,
Sucesiones aleatorias,
Computación,
Covarianza
Keyword: Computer science,
Mathematics,
Applied mathematics,
Random sequences,
Computation,
Covariance
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