Abstract
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.
Original language | English |
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Pages (from-to) | 1492-1496 |
Number of pages | 5 |
Journal | Proceedings of the American Control Conference |
Volume | 2 |
DOIs | |
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 |