Transactions of the Society of Instrument and Control Engineers
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
Fast Generation of Two Independent Normal Random Signals
Teruyuki IZUMI
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1991 Volume 27 Issue 7 Pages 762-768

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Abstract
A normal random signal is generated by weighted-addition of a binary random signal which is obtained easily. A weight vector of the adder is determined from a viewpoint of normality and whiteness of the generated random signal.
This paper proposes weight vectors based on an even-shift orthogonal sequence. This sequence is binary and uncorrelated for all even shifts except zero shift. And it is associated with another even-shift orthogonal sequence called “mate”. When a pair of the two even-shift orthogonal sequences is used as two weight vectors, two white and normal random signals can be generated very quickly. In order to investigate the statistical independency of the two random signals, high order cross-correlations of these signals are expressed by the function of two weight vectors. It is shown from the expression that the proposed weight vectors are effective to increase the independency of the two generated random signals.
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