Accession Number : AD0704702

Title :   DIGITAL GENERATION OF RANDOM SEQUENCES WITH SPECIFIED AUTOCORRELATION AND PROBABILITY DENSITY FUNCTIONS.

Descriptive Note : Technical rept.,

Corporate Author : ARMY MISSILE COMMAND REDSTONE ARSENAL ALA ADVANCED SENSORS LAB

Personal Author(s) : Broste,Nels A.

Report Date : 06 MAR 1970

Pagination or Media Count : 20

Abstract : An algorithm for the digital generation of random number sequences having specified autocorrelation and probability density functions is given. Computations required to set up the algorithm are described. A number of examples illustrate the accuracy and versatility of the procedures described. (Author)

Descriptors :   (*COMPUTER PROGRAMMING, SEQUENCES(MATHEMATICS)), NUMERICAL ANALYSIS, PROBABILITY DENSITY FUNCTIONS, CORRELATION TECHNIQUES, ALGORITHMS

Subject Categories : Statistics and Probability
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE