Generation of a discrete-time correlated Laplacian process

IEEE Signal Processing Letters

Volumn 7, Issue 3, 2000, Pages 69-70

  Szajnowski, W J ^a  

^a UNIVERSITY OF SURREY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CORRELATION THEORY; MARKOV PROCESSES; PROBABILITY DENSITY FUNCTION; SPURIOUS SIGNAL NOISE;

DISCRETE TIME CORRELATED LAPLACIAN PROCESS; NON GAUSSIAN RANDOM PROCESSES;

SIGNAL DETECTION;

EID: 0034158908     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.823529     Document Type: Article

References (12)

1. L. C. Godara and P. M. Schultheiss, "Detection of weak stochastic signals in double-sided exponential noise using generalized energy detector," J. Acoust. Soc. Amer., vol. 94, pp. 147-153, July 1993.
2. M. I. Dadi and R. J. Marks, II, "Detector relative efficiencies in the presence of Laplace noise," IEEE Trans. Aerosp. Electron. Syst., vol. AES-23, pp. 568-587, July 1987.
3. W. J. Szajnowski, "Simulation of target random tracks perturbed by correlated Laplacian noise," , submitted for publication.
4. D. A. Hsu, "Long-tailed distributions for position errors in navigation," Appl. Statist., vol. 28, pp. 62-72, Jan. 1979.
5. G. E. Johnson, "Construction of particular random processes," Proc. IEEE, vol. 82, pp. 270-285, Feb. 1994.
6. P. S. Rao, D. H. Johnson, and D. H., and D. D. Becker, "Generation and analysis of non-Gaussian Markov time series," IEEE Trans. Signal Processing, vol. 40, pp. 845-856, Apr. 1992.
7. J. Nakayama, K. Nakamura, and Y. Yoshida, "Generation of random images with modified Laplace distribution," IEICE Trans. Fundamentals, vol. E76-A, pp. 1019-1022, June 1993.
8. S. L. Primak and V. Z. Lyandres, "On the generation of the baseband and narrowband non-Gaussian processes," IEEE Trans. Signal Processing, vol. 46, pp. 1229-1237, May 1998.
9. M. Rangaswamy, D. D. Weiner, and A. Öztürk, "Computer generation of correlated non-Gaussian radar clutter," IEEE Trans. Aerosp. Electron. Syst., vol. 31, pp. 106-116, Jan. 1995.
10. A. Stuart and J. K. Ord, Kendall's Advanced Theory of Statistics: vol I. Distribution Theory.Sixth Edition., London, U.K.: Edward Arnold, 1994, pp. 396-401.
11. S. M. Kay, "Efficient generation of colored noise," Proc. IEEE, vol. 69, pp. 480-481, Apr. 1981.
12. W. J. Szajnowski, "A new simulation model of correlated K-distributed clutter," , submitted for publication.