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扩散模型产生相关均匀分布的随机变量 被引量：1

Correlated Uniform Random Variables Produced by a Diffusion Model
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摘要 相关均匀分布随机变量在通信和雷达系统仿真中有重要的应用价值.采用由随机微分方程(SDE)描述的Markov扩散模型的平稳分布,得到扩散模型中的漂移系数和扩散系数.然后利用均匀分布随机变量的近似pdf模型,产生相关均匀分布随机变量,避免了因取对数运算而导致在pdf取零值处漂移系数没有意义的缺陷.最后,通过仿真方法得到了相关均匀分布的随机变量,并讨论了该方法生成随机变量的一些性质. Correlated uniform random variables （URVs） play an important role in simulation of communication and radar systems. The stationary distribution of Markov diffusion model described by a stochastic differential equation （SDE） is used to obtain drift and diffusion coefficients. The approximate probability density function （pdf） model of URVs is used to generate URVs. The method can avoid the drawbacks when the drift coefficient becomes mean- ingless in taking logarithm of zero. Correlated URVs are obtained in simulation. Their characteristics are discussed in detail.
作者 扈罗全 谢海俊 陆全荣 潘甦
机构地区 苏州出入境检验检疫局 南京邮电大学通信与信息工程学院
出处 《应用科学学报》 CAS CSCD 北大核心 2008年第4期354-357,共4页 Journal of Applied Sciences
基金 国家自然科学基金(No.60572024 No.60772061) 教育部博士点基金(No.200509230031) 江苏出入境检验检疫局科研项目(No.2008KJ11)资助项目
关键词 无线通信 衰落信道 扩散模型 均匀分布 wireless communications, fading channels, diffusion model, uniform distribution
分类号 TN929.5 [电子电信—通信与信息系统]
  • 相关文献

参考文献11

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共引文献2

同被引文献14

  • 1扈罗全,朱洪波.Langevin桥过程及其在脉冲无线信道建模中的应用[J].系统仿真学报,2007,19(7):1523-1526. 被引量：1
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应用科学学报
2008年 第4期

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