Efficient simulation of correlated diversity channels

A previous technique for generating two spatially correlated Rayleigh fading envelope sequences is generalized to give an efficient method for generating multiple cross-correlated Rayleigh fading sequences. Any desired cross-correlations can be realized for an arbitrary number of diversity branches. The computational complexity of the new method is compared to the computational complexity of a direct method. It is shown that properly utilizing the underlying block Toeplitz structure of the correlation matrix can give computational savings of several orders of magnitude.