TY - JOUR
T1 - White, ergodic, and jointly Gaussian signals generated by a simple chaotic system
AU - Wu, Bing-Fei
PY - 1994/12/1
Y1 - 1994/12/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0028565832&partnerID=8YFLogxK
U2 - 10.1109/ACC.1994.752314
DO - 10.1109/ACC.1994.752314
M3 - Conference article
AN - SCOPUS:0028565832
SN - 0743-1619
VL - 2
SP - 1492
EP - 1496
JO - Proceedings of the American Control Conference
JF - Proceedings of the American Control Conference
T2 - Proceedings of the 1994 American Control Conference. Part 1 (of 3)
Y2 - 29 June 1994 through 1 July 1994
ER -