产生相关时间序列的布朗桥方法及其应用  

Brownian Bridge Approach for Generating Correlated Time Series and its Applications

作　　者：扈罗全[1] 朱洪波[1] 

机构地区：[1]南京邮电大学通信与信息工程学院,南京210003

出　　处：《信号处理》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)

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.

关 键 词：无线通信 布朗桥 时间序列 无线信道 

分 类 号：TN929.5[电子电信—通信与信息系统]