Synthesis of multivariate Gaussian random processes with a preassigned covariance (Corresp.)

DOI10.1109/TIT.1970.1054558zbMath0205.21101OpenAlexW2152000271MaRDI QIDQ5604987

E. S. Eby

Publication date: 1970

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1970.1054558

Mathematics Subject Classification ID

Gaussian processes (60G15) Model systems in control theory (93C99)

Related Items (1)

Modelling of inflow-conditions for vortex particle methods to simulate atmospheric turbulence and its induced aerodynamic admittance on line-like bluff bodies

This page was built for publication: Synthesis of multivariate Gaussian random processes with a preassigned covariance (Corresp.)