Digital Computer Generation of White Gaussian Noise
Jack J.Q. Chang · e-Publications@Marquette (Marquette University) · 1986
In this thesis an algorithm has been proposed to digitally simulate white Gaussian noise. The validity of the algorithm has been verified theoretically and demonstrated experimentally. A subroutine program based on the algorithm has been developed as the white Gaussian noise generator. Tests of independence, whiteness, and Gaussianness were established to measure the quality of the generated noise. The results of these tests along with the RMS value provide the complete description of the simulated white Gaussian noise.