I am trying to develop a radar simulation system that is able to generate random processes whose elements are taken from a specified probability density function and have also have a specified correlation or power spectral density (psd).
I can generate i.i.d. processes from pretty much any pdf, and I can generate any power spectrum you like, however, in this case one plus one does not make two because after correlating, the pdf of the data changes.
I have read Sondhi's ,,Random Processes with Specified Spectral Denisty and First Order Probability Density Functions'' Bell Labs 1983, but am wondering what other methods exist.
So, I ask of you, what are some methods I can use to generate a random process with a specified pdf and correlation/psd?