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Nonlinear system inversion applied to random variable generation
Pagès Zamora, Alba Maria; Lagunas Hernandez, Miguel A.; Mestre Pons, Francesc X.
Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions; Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions; Universitat Politècnica de Catalunya. A&MP - Grup de Processament d'Arrays i Sistemes Multicanal
A method to design random variable (RV) generators with the same probability density function (PDF) as a given RV record is presented. The resulting RV generator is a nonlinear system that when driven by a uniformly distributed RV, provides an output RV with the desired PDF distribution. The analytical description of the desired PDF is not needed; in fact, only a data record of the desired RV is used. Inversion of nonlinear systems and nonlinear system adaptive design are used.
Peer Reviewed
Àrees temàtiques de la UPC::Enginyeria de la telecomunicació
Signal processing
Probabilities
Adaptive signal processing
Nonlinear systems
Probability
Random processes
Tractament del senyal
Probabilitats
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/conferenceObject
Institute of Electrical and Electronics Engineers (IEEE)
         

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