A method is described for generating random log-normal vectors with the desired correlation matrix and specified parameters. Such vectors may represent samples of correlated clutter signal. The presented method makes use of the suitable nonlinear transformation of a random normal vector with correlated components.
No takes yet. Share an insight, caveat, or question.
W.J. Szajnowski (1976) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: