任意分布随机序列的产生方法 - 声学技术.pdf

第 29 卷第 6 期 声 学 技 术 Vol.29, No.6 2010 年 12 月 Technical Acoustics Dec., 2010 任意分布随机序列的产生方法 曾治丽，李亚安，金贝立 (西北工业大学航海学院，西安 710072) 摘要：随机序列已经被广泛地使用在信号处理中。通常都是由已知概率密度得到分布函数，通过分布函数产生随机 序列。然而在难以通过概率密度求得分布函数时，产生随机序列则变得十分困难。提出了一种随机数生成的新方法 ——基于频数的随机重构方法，即由已知的概率密度直接产生随机序列；以 K 分布概率密度产生随机序列为例，并 用 K 分布的特征函数以及特征函数的标准差进行验证，通过仿真分析证明该方法的正确性。最后通过统计对比，此 方法不仅简捷，而且解决了传统方法的一些局限性。 关键词：任意概率密度分布；随机序列；K 分布；基于频数的随机重构 中图分类号：TB556 文献标识码：A 文章编号：1000-3630(2010)-06-0651-04 DOI 编码：10.3969/j.issn1000-3630.2010.06.020 A method of generating random sequence with arbitrary distribution ZENG Zhi-li, LI Ya-an, JIN Bei-li (School of Navigation Northwestern Polytechnical University, Xi’an 710072, China) Abstract: The random sequence has been widely used in signal processing. Usually, it is necessary to have a probability distribution function as priori for obtaining the distribution function of the random sequence, then the random sequence is generated. However, it is not easy to obtain the distribution function, which makes it difficult to generate random sequences. Because of this, a frequency based stochastic reconstruction method is proposed to generate random sequence by the probability density of K-distribution, and verified with the characteristic function of K-distribution and the standard deviation of K-distribution. Finally, the analysis of simulation results shows the correctness of the method. This method not only achieves conveniently, but also mitigates some limitations for the traditional methods under statistical comparison. Key words: probability density distributed arbitrarily; random sequence; K-distribution;