期刊文献+

产生相关时间序列的布朗桥方法及其应用 被引量:2

Brownian Bridge Approach for Generating Correlated Time Series and its Applications
下载PDF
导出
摘要 在对无线信道的仿真分析中,需要构造出具有一定统计特性和相关关系的时间序列。针对电磁波在无线信道中的传播特点,使用布朗桥过程产生相关时间序列,构造出建模相关散射无线信道特征参量的基本随机变量。对布朗桥过程产生时间序列的相关特性进行仿真分析,发现调整布朗桥过程中布朗运动的方差,可以改变该时间序列的相关特性。分别研究了由自由布朗桥过程和有约束布朗桥过程的时间序列产生基本随机变量的统计特性。结果表明,有约束布朗桥过程产生的随机变量的统计特性,与相应的约束条件密切相关;低跳跃次数基本随机变量的概率密度分布,显示出明显的局部偏好性。 In simulation of wireless channels, correlated time series with special statistical characteristics and correlation are needed. Correlated time series are generated by Brownian bridge process according to the propagation properties of electromagnetic wave. Basic random variables are constructed from these time series, which are very useful for modeling wireless channels with correlated scattering. The correlation characteristics of time series are analyzed. The simulation results demonstrate that correlated characteristics of the time series can be adjusted through changing the variance of Brownian motion. The statistical characteristics of basic random variables constructed from free Brownian bridge process and bounded Brownian bridge process are investigated from the numerical simulation, respectively. The statistical characteristics of the latter are correlated tightly with bounded condition; and there are apparently locally favorable peaks in probability density function with lower reflections.
出处 《信号处理》 CSCD 北大核心 2007年第4期588-592,共5页 Journal of Signal Processing
基金 国家自然科学基金重点项目(No.60432040) 国家自然科学基金项目(No.60572024) 教育部新世纪优秀人才支持计划(No.NCET-04-0519) 教育部博士点基金项目(No.200509230031)
关键词 无线通信 布朗桥 时间序列 无线信道 wireless communications Brownian bridge time series wireless channels
  • 相关文献

参考文献13

  • 1Kontorovich V K, Lyandres V Z. Stochastic differential equations:an approach to the generation of continuous non- Gaussian processes [J]. IEEE Trans. on Signal Processing, 1995,43 (10) :2372-2385.
  • 2Primak S, Lyandres V, Kaufman O, Kliger M. , On the generation of correlated time series with a given probability density function[J]. Signal Processing,1999,72(2) :61-68.
  • 3Molisch A F, Laurila J, Kuchar A. Geometry-base stochastic model for mobile radio channels with directional component[A]. Proceedings 2nd Intelligent Antenna Symposium [C]. University of Surrey,9th-10th,July 1998.
  • 4Molisch A F, Kuchar A, Laurila J, Hugl K, Schmalenberger R. Geometry-based directional model for mobile radio channels-principles and implementation [J]. European Transactions on Telecommunications,2003,15 (4):351-359.
  • 5Hofstetter H, Steinbock G.. A geometry based stochastic channel model for MIMO systems Smart Antennas [A]. ITG Workshop[C], 18-19, Mar. 2004 : 194-199.
  • 6Kunisch J, Pamp J. Measurement results and modeling aspects for the UWB radio channel [A]. Proc. IEEE Conf. Ultra Wideband Systems and Technologies [C]. 2002:19-24.
  • 7Oppermann I, Hamalainen M, Iinatti J. UWB theory and applications[M]. John Wiley & Sons,2004.
  • 8扈罗全,朱洪波.超宽带室内多径信道特性的最优化分析[J].通信学报,2005,26(10):143-148. 被引量:5
  • 9Ghassemzadeh S S, Greenstein L J, Sveinsson T, Kavcic A, Tarokh V. UWB delay profile models for residential and commercial indoor environments [J]. IEEE Trans. on VT, 2005,54(4): 1235-1244.
  • 10Klebaner F. Introduction to Stochastic Calculus with Application [M]. London : Imperial College Press,2001.

二级参考文献13

  • 1OPPERMANN I, HAMALAINEN M, IINATTI J. UWB Theory and Applications [M]. John Wiley & Sons, 2004.
  • 2FOESTER J. Channel Modeling Sub-committee Report Final [R].IEEE P802.15-02/368r5-SG3a, 2002.12.
  • 3CRAMER R J M, SCHOLTZ R A, WIN M Z. Evaluation of an ultra-wideband propagation channel [J]. IEEE trans on AP, 2002, 50(5):561-570.
  • 4IRAHHAUTEN Z, NIKOOKAR H, JANSSEN G J M. An overview of ultra wide band indoor channel measurements and modeling[J]. IEEE Comm Lett, 2004, 14(8): 386-388.
  • 5SALEH A A M, VALENZUELA R A. A statistical model for indoor multipath propagation [J]. IEEE JASC, 1987, 5(2): 128-137.
  • 6CASSIOLI D, WIN M Z, MOLISCH A F. The ultra-wide bandwidth indoor channel: from statistical model to simulations[J]. IEEE Trans on JSAC, 2002, 20(6): 1247-1257.
  • 7CASSIOLI D, CICCOGNANI W, DURANTINI A. UWB Channel Model Report[R]. Ultrawaves, W03-03-0012- R03.
  • 8KLOEDEN P E, PLATEN E, SCHURZ H. Numerical Solution of SDE Through Computer Experiments[M]. NY: Springer-Verlag, 1994.
  • 9GIANNAKIS G B, TEPEDELENLIOGLU C. Basis expansion models and diversity techniques for blind identification and equalization of time-varying channels[J]. Proc of the IEEE, 1998, 86(10): 1969- 1986.
  • 10KUNISCH J, PAMP J. Measurement results and modeling aspects for the UWB radio channel [A]. Proc IEEE Conf Ultra Wideband Systems and Technologies [C]. 2002. 19-24.

共引文献4

同被引文献10

引证文献2

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部