Abstract:
By utilizing the composite sampling method, the non-Gaussian sequence with a certain additive distribution form can be generated. By assigning the couples of poles on the zero-pole plot, the low order autoregressive filter used for qualitative colorization can be realized. After driving the non-Gaussian sequence through the autoregressive filter, the colored non-Gaussian process, which is often used in the simulation study of non-Gaussian signal processing, is obtained. A numerical simulation instance of colored Gaussian mixture data is given to illustrate the performance of this approach of combing composite sampling and qualitative colorization.