Generating method study of Gaussian mixture processes
Yanyi Xu, Pingbo Wang, Lixue Hong, Dazhen Li · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2012
Gaussian mixture is one of the most useful non-Gaussian probability distributions in signal processing. The sampling of processes obeys this distribution, viz. the numerical simulation of Gaussian mixture, can be realized with Bernoulli trail sampling, acceptance-rejection sampling or composition sampling. All these approaches are discussed in detail in this paper. Finally, a numerical instance is illustrated.