A simulation approach to colored non-Gaussian processes
Dazhen Li · Shengxue jishu · 2013
By utilizing the composite sampling method,the non-Gaussian sequence with a certain additive distribution form can be generated.By assigning the couples of poles on the zero-pole plot,the low order autoregressive filter used for qualitative colorization can be realized.After driving the non-Gaussian sequence through the autoregressive filter,the colored non-Gaussian process,which is often used in the simulation study of non-Gaussian signal processing,is obtained.A numerical simulation instance of colored Gaussian mixture data is given to illustrate the performance of this approach of combing composite sampling and qualitative colorization.