2012•Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIERequires access
Generating method study of colored processes
Qiuliang Shi, Pingbo Wang, Lixue Hong, Dazhen Li
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Abstract
The colored processes simulation is often used in wide-band signal processing. No matter being Gaussian or non- Gaussian, it is the main method to generate the colored processes that through passing white driving into an autoregressive filter to fit an assigned power spectrum. After the general technology of autoregressive mode fitting assigned power spectrum is discussed, from quantitative and qualitative aspects, the practical colored processes simulation methods are given.. Finally, a numerical instance is illustrated.