基于现代谱估计的互相关高斯随机序列的模拟产生

The Simulation Generation of Correlated Gaussian Random Sequences Based on Modern Spectral Estimation

利用现代谱估计技术中的Levinson-Durbin递推方法来求解对序列相关值有所要求的AR自回归模型的各阶参数,并将所产生的原序列及其移位序列作为无线通信和雷达系统仿真中所需的互相关高斯随机序列,仿真结果证明了该方法的有效性。

By utilizing the Levinson-Durbin algorithm of modern spectral estimation, the parameters of AR filter with demanded correlation spectrum can be obtained. The output of the filter with the input of white Gaussian random sequences, and its shift sequence then form a pair of Gaussian random sequences with the demanded correlation coefficients, which can meet the occasions of correlated Rayleigh fading channels in wireless communication and radar systems. Finally the validity of the method is proved by simulation results.