应用科学学报

• 通信工程 • 上一篇    下一篇

扩散模型产生相关均匀分布的随机变量

扈罗全1 谢海俊1 陆全荣1 潘 甦2
  

  1. 1. 苏州出入境检验检疫局, 江苏 苏州 215128;

    2. 南京邮电大学 通信与信息工程学院,江苏 南京 210003

  • 收稿日期:2007-09-17 修回日期:2008-03-23 出版日期:2008-07-31 发布日期:2008-07-31

Correlated Uniform Random Variables Produced by a Diffusion Model

HU Luo-quan1, XIE Hai-jun1, LU Quan-rong1, PAN Su2   

  1. 1. Suzhou Import-Export Inspection and Quarantine Bureau, Suzhou 215128, China;
    2. School of Communication and Information Engineering, Nanjing University of Posts and Telecommunications, Nanjing 210003,China
  • Received:2007-09-17 Revised:2008-03-23 Online:2008-07-31 Published:2008-07-31

摘要: 相关均匀分布随机变量在通信和雷达系统仿真中有重要的应用价值。采用由随机微分方程(SDE)描述的Markov扩散模型的平稳分布,得到扩散模型中的漂移系数和扩散系数。然后利用均匀分布随机变量的近似pdf模型,产生相关均匀分布随机变量,避免了因取对数运算而导致在pdf取零值处漂移系数没有意义的缺陷。最后,通过仿真方法得到了相关均匀分布的随机变量,并讨论了该方法生成随机变量的一些性质。

关键词: 无线通信, 衰落信道, 扩散模型, 均匀分布

Abstract: Correlated uniform random variables (URVs) play an important role in simulation of communication and radar systems. The stationary distribution of Markov diffusion model described by a stochastic differential equation (SDE) is used to obtain drift and diffusion coefficients. The approximate probability density function (pdf) model of URVs is used to generate URVs. The method can avoid the drawbacks when the drift coefficient becomes meaningless in taking logarithm of zero. Correlated URVs are obtained in simulation. Their characteristics are discussed in detail.

Key words: wireless communications, fading channels, diffusion model,uniform distribution