二维相关随机信号的建模

A. Jakubiak
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引用次数: 0

摘要

描述了一种方法,用于创建具有假定的边际pdf和指定的水平和垂直相关系数的随机样本的二维场。该方法是根据给定的格式,用准备好的适当的相关矩阵变换随机特征集。作为使用该算法的一个示例,创建了一个具有对数正态边界pdf和所需的水平和垂直相关性的随机样本场。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Modelling of two-dimensional correlated random signal
A method is described for creating a two-dimensional field of random samples with the assumed marginal pdf and specified horizontal and vertical correlation coefficients. The presented method is based on transforming the set of random features with an appropriate prepared correlation matrix, according to given schemes. A field of random samples with log-normal marginal pdf and desired horizontal and vertical correlation was created as an example of using the presented algorithm.
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