A procedure for generating N Rayleigh fading envelopes with any desired covariance matrix is given. This method, numerical in nature, enables researchers to simulate correlated fading envelopes, for use in: (1) the study of the impact of correlation on diversity system performance and (2) the study of multicarrier CDMA (MC-CDMA), where the number of carriers notably exceeds the degree of system diversity.
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Natarajan et al. (2000) studied this question.
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