A modified synthesis procedure for first order stochastic differential equations for the simulation of baseband random processes

Kanellopoulos, SA; Fikioris, G; Panagopoulos, AD; Kanellopoulos, JD

dc.contributor.author	Kanellopoulos, SA	en
dc.contributor.author	Fikioris, G	en
dc.contributor.author	Panagopoulos, AD	en
dc.contributor.author	Kanellopoulos, JD	en
dc.date.accessioned	2014-03-01T01:25:42Z
dc.date.available	2014-03-01T01:25:42Z
dc.date.issued	2007	en
dc.identifier.issn	0165-1684	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/17737
dc.subject	First order stochastic differential equations	en
dc.subject	Stationary baseband random processes	en
dc.subject	Synthesis	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.other	Communication channels (information theory)	en
dc.subject.other	Differential equations	en
dc.subject.other	Radio communication	en
dc.subject.other	Statistical methods	en
dc.subject.other	First order stochastic differential equations	en
dc.subject.other	Stationary baseband random processes	en
dc.subject.other	Random processes	en
dc.title	A modified synthesis procedure for first order stochastic differential equations for the simulation of baseband random processes	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.sigpro.2007.05.023	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.sigpro.2007.05.023	en
heal.language	English	en
heal.publicationDate	2007	en
heal.abstract	An extra condition is added in the synthesis procedure of first order stochastic differential equations so that the hitting time statistics of the actual process are simulated as well, along with the actual process' first- and second-order statistics. The hitting time is a random variable which resembles the well known fade and inter-fade duration. The aforementioned new condition is motivated by the operation mechanism of control-loops often applied in radio frequency channels. It is expected that this extra condition could lead to a stochastic differential equation that better reproduces the generation mechanism of the actual process. Besides, to make our synthesis procedure applicable, analytical or semi-analytical methods are demonstrated for the calculation of both second order and hitting time statistics for the case of a first order stochastic differential equation. The first method (which has been used in the past) concerns second-order statistics and it is presented here for the first time in detail. The second method, which is novel, is significantly better than the first in terms of computational complexity for the calculation of second-order statistics. Finally, the modified synthesis procedure is applied for the simulation of rain attenuation affecting a satellite link operating in Athens, Greece. Results indicate that this extra condition contributes towards the more accurate reproduction of the generation mechanism belonging to the particular actual process. (C) 2007 Elsevier B.V. All rights reserved.	en
heal.publisher	ELSEVIER SCIENCE BV	en
heal.journalName	Signal Processing	en
dc.identifier.doi	10.1016/j.sigpro.2007.05.023	en
dc.identifier.isi	ISI:000249464000014	en
dc.identifier.volume	87	en
dc.identifier.issue	12	en
dc.identifier.spage	3063	en
dc.identifier.epage	3074	en