Generating method study of Gaussian mixture processes

摘要

Gaussian mixture is one of the most useful non-Gaussian probability distributions in signal processing. The samplingof processes obeys this distribution, viz. the numerical simulation of Gaussian mixture, can be realized with Bernoullitrail sampling, acceptance-rejection sampling or composition sampling. All these approaches are discussed in detail inthis paper. Finally, a numerical instance is illustrated.© (2012) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.