Generating Nonstationary Random Sequences

Abstract
A general procedure is given for generating infinite-length random sequences defined by a short-term power spectral density that is slowly time varying. Any shape of a power spectral density can be accommodated, including those that cover a wide dynamic range, and any smooth type of nonstationarity can be accommodated. The procedure is based on digital processing techniques. However, it can be extended to the generation of analog signals. Several examples are given, both for digital and analog signals.

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