Korbicz, Józef - red. ; Uciński, Dariusz - red.
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.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 9, number 2 (1999) ; kliknij tutaj, żeby przejść
Biblioteka Uniwersytetu Zielonogórskiego
2021-09-03
2021-01-21
67
https://zbc.uz.zgora.pl/publication/64795
Nazwa wydania | Data |
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Multisine approximation of multivariate orthogonal random processes | 2021-09-03 |
Halawa, Krzysztof Gałkowski, Krzysztof - ed. Rogers, Eric - ed. Willems, Jan
Sowayan, Ahmed S. Jurczak, Paweł - red.
Niederliński, Antoni Figwer, Jarosław Korbicz, Józef - red. Uciński, Dariusz - red.