Generation of rejection method bounds for spherically invariant random vectors

作者: A.D. Keckler , D.D. Weiner

DOI: 10.1109/NRC.2002.999690

关键词:

摘要: Based upon the central limit theorem, random clutter returns are commonly modeled as Gaussian. Nevertheless, many situations arise in practice where data clearly non-Gaussian, is seen with "spiky" radar clutter. Spherically invariant vectors (SIRVs) especially attractive for modeling correlated non-Gaussian This paper discusses computer simulation of SIRVs Monte Carlo purposes using rejection method. A key requirement method ability to find a tight bound probability density function, from which samples can be readily generated. An automated technique generating this SIRV function presented.

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