A piecewise chaotic map, which has uniform invariant measure, can be used to generate a white noise and, by Perron-Frobenius equation, the invariant measure can be transformed to any kind of invariant measure by homeomorphism. Therefore, a Gaussian-like white noise can be implemented easily by famous chaotic piecewise maps as a white noise random number generator in computer. Moreover, given a correlation coefficient, white, ergodic and jointly Gaussian signals can be generated by computer. An approach to create these signals is also presented.
|Number of pages||5|
|Journal||Proceedings of the American Control Conference|
|State||Published - 1 Dec 1994|
|Event||Proceedings of the 1994 American Control Conference. Part 1 (of 3) - Baltimore, MD, USA|
Duration: 29 Jun 1994 → 1 Jul 1994