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Multidimensional random process synthesis and simulation - MaRDI portal

Multidimensional random process synthesis and simulation (Q1590506)

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scientific article; zbMATH DE number 1547718
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Multidimensional random process synthesis and simulation
scientific article; zbMATH DE number 1547718

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    Multidimensional random process synthesis and simulation (English)
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    4 October 2001
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    Wide sense multidimensional random processes are synthesized and simulated by using as an approximation multidimensional random processes consisting of a sum of multidimensional sine components with deterministic amplitudes and random phase shifts. The method is based on approximation of the power spectral density by a periodogram of these processes. The proposed method is illustrated by the multisine white noise synthesis and simulation.
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    random processes
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    spectrum
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    discrete Fourier transform
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    white noise
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    multidimensional
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