White, ergodic, and jointly Gaussian signals generated by a simple chaotic system

Bing-Fei Wu*

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

1 Scopus citations

Abstract

A piecewise chaotic map, which has uniform invariant measure, can be used to generate a white noise and, by Perron-Frobenius equation, the invariant measure can be transformed to any kind of invariant measure by homeomorphism. Therefore, a Gaussian-like white noise can be implemented easily by famous chaotic piecewise maps as a white noise random number generator in computer. Moreover, given a correlation coefficient, white, ergodic and jointly Gaussian signals can be generated by computer. An approach to create these signals is also presented.

Original languageEnglish
Pages (from-to)1492-1496
Number of pages5
JournalProceedings of the American Control Conference
Volume2
DOIs
StatePublished - 1 Dec 1994
EventProceedings of the 1994 American Control Conference. Part 1 (of 3) - Baltimore, MD, USA
Duration: 29 Jun 19941 Jul 1994

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