Copulas for statistical signal processing (Part II): Simulation, optimal selection and practical applications

Xuexing Zeng, Jinchang Ren, Meijun Sun, Stephen Marshall, Tariq S. Durrani

Abstract: Highlights•Algorithms proposed for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas where any desired copula parameter(s) are allowed.•Novel optimal copula selection is proposed, based on mutual information measurement between the copula and the corresponding bivariate distribution.•Case studies are presented to validate the efficacy of copulas, including dual branch selection combining diversity in communication applications.