- Tytuł:
- Multisine Approximation of Multivariate Orthogonal Random Processes
- Autorzy:
- Figwer, J.
- Powiązania:
- https://bibliotekanauki.pl/articles/908295.pdf
- Data publikacji:
- 1999
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
proces stochastyczny
procesy wielowymarowe
transformata Fouriera
simulation random processes
multivariate orthogonal random processes
simulated indentification
multisine random time-series
fast Fourier transform - Opis:
- An approach to the synthesis and simulation of wide-sense stationary multivariate orthogonal random processes defined by their power spectral density matrices is presented. The approach is based on approximating the non-parametric power spectral density representation by the periodogram matrix of a multivariate orthogonal multisine random time-series. This periodogram matrix is used to construct the corresponding spectrum of the multivariate orthogonal multisine random time-series (synthesis). Application of the inverse finite discrete Fourier transform to this spectrum results in a multivariate orthogonal multisine random time-series with the predefined periodogram matrix (simulation). The properties of multivariate orthogonal multisine random process approximations obtained in this way are discussed. Attention is paid to asymptotic gaussianess.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 1999, 9, 2; 401-419
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł