A stochastic method for generating signals with jointly specified probability mass, spectral, and correlation properties for the identification of physiological systems
J.L. Tangorra, Lynette A. Jones, Ian Hunter · 2005
An efficient stochastic interchange method was developed that allows two discrete time sequences to be created with a specified cross-correlation function and individually defined amplitude and spectral characteristics. The technique is particularly useful for creating sequences for the stimulation of multi-input physiological systems. It is very general in that sequences of any signal type can be manipulated and are not limited to being white and/or uncorrelated. By temporally separating occurrences of common frequencies, the method can even be used to create sequences that share common power, but can be treated as uncorrelated. The method is made practical by an algorithm that updates efficiently the auto- and cross-correlation functions of the sequences as they are being created.