Generation of Two Correlated Stationary Gaussian Processes

Autor:	Guo-Qiang Cai, Ronghua Huan, Weiqiu Zhu
Jazyk:	angličtina
Rok vydání:	2021
Předmět:	correlated stochastic processes liner filters series expansion random amplitudes random phases simulations Mathematics QA1-939
Zdroj:	Mathematics, Vol 9, Iss 21, p 2687 (2021)
Druh dokumentu:	article
ISSN:	2227-7390
DOI:	10.3390/math9212687
Popis:	Since correlated stochastic processes are often presented in practical problems, feasible methods to model and generate correlated processes appropriately are needed for analysis and simulation. The present paper systematically presents three methods to generate two correlated stationary Gaussian processes. They are (1) the method of linear filters, (2) the method of series expansion with random amplitudes, and (3) the method of series expansion with random phases. All three methods intend to match the power spectral density for each process but use information of different levels of correlation. The advantages and disadvantages of each method are discussed.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/4fdbc0d53727465bab8941fdfae26876 Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF Plný text ve formátu HTML
Nepřihlášeným uživatelům se plný text nezobrazuje	K zobrazení výsledku je třeba se přihlásit.