alpha-stable distribution to simulate impulsive noise

[sgr]

alpha stable matlab

Dear all,

Hi,

simulation of gaussian noise in Matlab (as we do in general) is not difficult.
but in many application we face the non-gaussian noise such as ADSL or Underwater channels. in these cases we can use alpha-stable distribution to simulate impulsive noise. alpha-stable distribution is very usefull in many applications.( below, I refer a paper which explains its properties & parameters)

I want to simulate alpha-stable distribution in Matlab, but the problem is that its PDF (density) does not have a closed form like other distributions.

Can anyone please tell me whether Matlab codes are available for estimating
the alpha-stable parameters and generating the corresponding alpha-stable pdf
for a specific dataset?

Thanks in advance for your help. Waiting for your reply.


Alpha-stable modeling of noise and robust time-delay estimation in the presence of impulsive noise
Georgiou, P.G.; Tsakalides, P.; Kyriakakis, C.;
Multimedia, IEEE Transactions on
Volume 1, Issue 3, Sept. 1999 Page(s):291 - 301
Digital Object Identifier 10.1109/6046.784467
link:

 

[mohamadmoosavi2000]

Hi
I have the same problem in alpha stable distribution.
I want to generate alpha stable noise with defined alpha(alpha=1.7).
can you help me?tnx