Generation of gaussian pseudo-random process with specific correlation properties
JAFAR W. ABDUL-SADA, Maher K. Mahmood Al‐Azawi · International Journal of Systems Science · 1988
A new method for the generation of a correlated pseudo-random gaussian process with a desired power spectral density or auto-correlation function is presented. Samples of the pseudo-random process are generated at the output of the cascade connection of a pseudo-random number (PN) generator and correlation-shaping finite impulse response filter. The proposed method generates a pseudo-random gaussian process, having arbitrary correlation properties, with a high degree of accuracy. Computer simulation examples are given to demonstrate the performance of the method.