METHOD OF GENERATING CORRELATED RANDOM SIGNALS Russian patent published in 2015 - IPC G06F7/58 G06F1/02 

FIELD: physics, computer engineering.

SUBSTANCE: invention relates to methods of generating broadband random processes with given eigen and cross spectral power densities and can be used in instrument-making, mechanical engineering and computer engineering for designing multichannel automatic systems, in vibration tests for resistance to random vibrations. The method includes generating, in the time domain at given spectral densities S_x(f) and S_y(f), stationary random signals x(f), y(t) in Rice-Pearson decomposition form with random phases Θ_i and Ω_i at each harmonic f_i, the phases defined by random sampling of a random value, one of which - Θ_i for the signal x(t) is uniformly distributed in the range [-π, π], and the other - Ω_i for the second signal y(t) is defined as the sum Ω_i=Θ_i+Δφ_i of the random value Θ_i and the random value Δφ_i, uniformly distributed in the range [-φ_i, φ_i], the boundaries of which are defined through the cross spectral density S_xy(f) of random signals x(t) and y(t).

EFFECT: generating two random signals with a given coherence function.

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