An Efficient Method for Generating Points Uniformly Distributed in Hyperellipsoids
Jean Dezert, Christian Musso · 2001
In this paper, we consider the problem of generating efficiently random points uniformly distributed in hyperellipsoid. Such kind of problem arises frequently in Monte Carlo simulations for the performance evaluation of multitarget tracking algorithm in cluttered environment since the false alarms are usually assumed to be uniformly distributed in the (ellipsoidal) validation gate. We present here a more efficient algorithm for solving this problem which outperforms all existing methods both in term of reduction of computational loads and in term of quality of uniformity obtained. The efficiency and the feasability of our new method is demonstrated by several simulation results and comparisons. Moreover, the MatlabTM source code of algorithm is also provided for convenience.