A variance reduction tecnique for periodic signals

• W.Delaney ^[1] ; E. Vaccarí ^[1] ; O. Palladino ^[2]
  1. [1] Universitá de Bari
  2. [2] Universitá di Genova
• Localización: Mini and Microcomputers and their applications / Emilio Luque Fadón (ed. lit.), 1988, págs. 605-607
• Idioma: inglés
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• Resumen

  • A variance reduction tecnique aimed at increasing efficiency in the simulation of periodic signals is presented. It is based on the idea of directly generating the average of periodically repeating signal values,instead of the individual values themselves. The utility of the tecnique forsimulations involving signal Fourier transformation or regression analysis is discussed and statistical criteria for its applicability are evidenced.