A Method of Producing Multiple Noncorrelated Random Signals from a Single Gaussian Noise Source

摘要

The fact that certain nonlinear devices have zero cross-correlation between input and output for zero-mean Gaussian inputs is used as the basis of a technique for generating noncorrelated signals from a single random source. It is shown, theoretically, that at least four noncorrelated signals can be obtained in this way. The theory is checked by experiment and it is concluded that the technique will likely have value in the testing of multivariable processes.