Autor:

Figwer, Jarosław

Współtwórca:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Tytuł:

Multisine approximation of multivariate orthogonal random processes

Tytuł publikacji grupowej:

AMCS, volume 9 (1999)

Temat i słowa kluczowe:

simulation random processes ; multivariate orthogonal random processes ; simulated identification ; multisine random time-series ; fast Fourier transform

Abstract:

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.

Wydawca:

Zielona Góra: Uniwersytet Zielonogórski

Data wydania:

1999

Typ zasobu:

artykuł

Strony:

401-419

Źródło:

AMCS, volume 9, number 2 (1999) ; kliknij tutaj, żeby przejść

Jezyk:

eng

Licencja CC BY 4.0:

kliknij tutaj, żeby przejść

Prawa do dysponowania publikacją:

Biblioteka Uniwersytetu Zielonogórskiego