Generation of random signals with specified probability density functions and power density spectra
Uday G. Gujar, R.J. Kavanagh · IEEE Transactions on Automatic Control · 1968
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.