COMPUTER SIMULATION ON NOISE PROCESSES

A method for generating a pseudo-random sequence with both a specified amplitude probabilitydistribution and a desired spectral property is described in this paper.This method is suitable forbeing used on a general-purpose digital computer.A pseudo-random sequence with perfectly satis-factory power spectrum is obtained by FFT first and is used as a reference sequence.Then a fun-damental sequence with a specified amplitude distribution is constructed to have the same spectralproperty as that of the reference one by the correlation transfer method(CT).The relationshipbetween the performance of the FFT-CT method and the sample number of a sequence is studied inthe paper.Some examples of simulating noise processes which have certain amplitude distributionsand desired spectral properties are given.