A note on generation of sequences of pseudorandom numbers with prescribed autocorrelation coefficients
نویسنده
چکیده
In many applications (for example if the effect of an filtering of a random process is tested) a sequence of pseudorandom numbers with a prescribed autocorrelation function must be generated. In the paper a method is discussed allowing to generate sequences of pseudorandom numbers with a autocorrelation function near the autocorrelation function of the white noise after the filtering by an filter with the transfer function F(p). The white noise is approximated on a digital computer by a telegraph signal S. On S some integral transformation is applied. The experimental results show, that the generated autocorrelation coefficients have the values near to the expected ones. The discussed method allows to generate pseudorandom sequences having a great number of nonzero autocorrelation coefficients.
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ورودعنوان ژورنال:
- Kybernetika
دوره 8 شماره
صفحات -
تاریخ انتشار 1972