Engineering Commons^™

The Copula: A Tool For Simulating Speckle Dynamics, Donald D. Duncan, Sean J. Kirkpatrick

Electrical and Computer Engineering Faculty Publications and Presentations

Use of a copula for generating a sequence of correlated speckle patterns is introduced. The chief characteristic of this algorithm is that it generates a continuous speckle sequence with a specified evolution of the correlation and does so with just two arrays of random numbers. Thus, physically realistic temporally varying speckle patterns with proper first- and second-order statistics are easily realized. We illustrate use of the algorithm for generating sequences with prescribed Gaussian, exponential, and equal-interval correlations and demonstrate how correlation times can be specified independently. This approach to generating sequences of random realizations with prescribed correlations should prove useful …