Nonlinear system inversion applied to random variable generation
- Pagès Zamora, Alba Maria
- Lagunas Hernandez, Miguel A.
- Mestre Pons, Francesc X.
Publication date
January 2000
DOI Publisher
Institute of Electrical and Electronics Engineers (IEEE)Abstract
A method to design random variable (RV) generators with the same probability density function (PDF) as a given RV record is presented. The resulting RV generator is a nonlinear system that when driven by a uniformly distributed RV, provides an output RV with the desired PDF distribution. The analytical description of the desired PDF is not needed; in fact, only a data record of the desired RV is used. Inversion of nonlinear systems and nonlinear system adaptive design are used.Peer ReviewedPostprint (published version
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