DIGITAL GENERATION OF RANDOM SEQUENCES WITH SPECIFIED AUTOCORRELATION AND PROBABILITY DENSITY FUNCTIONS.

Abstract

An algorithm for the digital generation of random number sequences having specified autocorrelation and probability density functions is given. Computations required to set up the algorithm are described. A number of examples illustrate the accuracy and versatility of the procedures described. (Author)

Document Details

Document Type
Technical Report
Publication Date
Mar 06, 1970
Accession Number
AD0704702

Entities

People

  • Nels A. Broste

Organizations

  • United States Army Aviation and Missile Command

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Autocorrelation
  • Computations
  • Data Science
  • Demographic Cohorts
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Probability Density Functions
  • Sequences
  • Statistical Algorithms

Readers

  • Atmospheric Science / Meteorology, specifically Wind Wave Turbulence.
  • Mathematical Modeling and Probability Theory.
  • Systems Analysis and Design