A simple algorithm for generating spectrally colored, non-Gaussian signals

Probabilistic Engineering Mechanics

Volumn 25, Issue 3, 2010, Pages 315-322

  Nichols, J M ^a   Olson, C C ^a   Michalowicz, J V ^b   Bucholtz, F ^a  

^a NAVAL RESEARCH LABORATORY   (United States)

^b Global Strategies Group   (United States)

Author keywords

Colored noise; Non Gaussian; Random process; Surrogate data

Indexed keywords

APRIORI; COLORED NOISE; GAUSSIAN RANDOM PROCESS; GENERAL APPROACH; MARGINAL PROBABILITY; NON-GAUSSIAN; NON-LINEAR TRANSFORMATIONS; NONGAUSSIAN SIGNALS; POWER SPECTRAL DENSITY FUNCTION; SIMPLE ALGORITHM; SIMPLE METHOD; STATIONARY RANDOM PROCESS; SURROGATE DATA;

GAUSSIAN DISTRIBUTION; MULTIUSER DETECTION; POWER SPECTRAL DENSITY; RANDOM PROCESSES; WHITE NOISE;

PROBABILITY DENSITY FUNCTION;

EID: 77955268548     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2010.01.005     Document Type: Article

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