Generating Correlated Gamma Sequences for Sea-Clutter Simulation
Abstract
This report presents a hybrid method for simulating sequences of correlated Gamma random variables for modelling sea clutter, using a combination of linear and/or non-linear transforms. Depending on the shape parameter, this method minimises the use of non-linear transformations. Mathematically the method is simpler than its counterpart methods which leads to a quicker simulation run time. Two memoryless non-linear transform (MNLT) approaches are also studied with comparative results showing that the hybrid approach is more computationally efficient and slightly more accurate for low shape parameters. The drawback of the proposed method is, however, that it can only handle positive correlations whilst the two MNLT methods are capable of handling both positive and negative correlations.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 2012
- Accession Number
- ADA563797
Entities
People
- Graham V. Weinberg
- Luke Rosenberg
- Yunhan Dong
Organizations
- Defence Science and Technology Group