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Journal Radioengineering №6 for 2016 г.
Article in number:
Use of elliptically symmetric model of probability density function to describe non-Gaussian noise
Keywords: additive noise multiplicative noise non-Gaussian distribution
Authors:
V.M. Artyushenko - Dr. Sc. (Eng.), Professor, Head of Department of Information Technology and Management Systems, Technological University (Korolyov, Moscow region). E-mail: artuschenko@mail.ru V.I. Volovach - Ph. D. (Eng.), Associate Professor, Head of Department of Information and Electronic Service, Volga Region State University of Service (Togliatti). E-mail: volovach.vi@mail.ru
Abstract:
The article studies the use of elliptically symmetric (ES) model of two-dimensional probability density function (PDF) to describe narrow-band correlated non-Gaussian noise. It is determined that the method of multidimensional PDFs allows us to give the most complete descriptions of random processes with non-Gaussian PDF. The article considers the use of one variation of the above mentioned method - it is the method of mixing. It is shown that to obtain the multidimensional PDFs with the required accuracy, Markov random processes can be used. ES of two-dimensional PDFs can be used to describe arbitrary non-Gaussian noise which is quasi-harmonic processes and has a spec-trum close to the band of the useful signal. It is shown that the ES model of correlated non-Gaussian process determines the noise with a band-pass spectrum. It is found that the result of the addition of arbitrary ES processes with the same correlation coefficients is also an ES process. As a result we found that the description of correlated narrowband non-Gaussian noise by ES of two-dimensional PDF allows us to carry out the synthesis of systems and devices, based on a priori knowledge of one-dimensional PDF and correlation function. Using a one-dimensional PDF of instantaneous values, we can determine the PDF of the envelope, which allows us to use ES of PDF to describe multiplicative (modulating) noise.
Pages: 113-117
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