A Shortcut Numerical Simulation Approach for Colored Non-Gaussian Processes

摘要

Utilizing the composite sampling method, non-Gaussian processes with additive distribution form can be generated. By means of assignment of couples of poles on the zero-pole plot, the low order autoregressive filter which used in the qualitative colorizing can be realized. Passing non-Gaussian driving through autoregressive filter, the colored non-Gaussian processes which are often used in simulation research of non-Gaussian signal processing can be gotten. A numerical simulation instance of colored Gaussian mixture is given to illustrate the performance of this approach of combing composite sampling and qualitative colorizing.