Generation of Stationary Random Signals with Arbitrary Probability Distribution and Exponential Correlation
Junichi Nakayama · Institutional Repositories DataBase (IRDB) · 1994
The generation and design of a stationary Markov signal are discussed as an inverse problem, in which one looks for a transition probability when a stationary probability distribution is given. This paper presents a new solution to the inverse problem, which makes it possible to design and generate a Markov random signal with arbitrary probability distribution and an exponential correlation function. Several computer results are illustrated in figures.