Multidimensional random process synthesis and simulation
type: Item
instance of: scholarly article
title: Multidimensional random process synthesis and simulation
zbMATH Open document ID: 0969.65005
DOI: 10.1023/A:1008485729741
published in: Multidimensional Systems and Signal Processing
publication date: 2001-10-04T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 65T50
zbMATH DE Number: 1547718
zbMATH Keywords: random processes
zbMATH Keywords: spectrum
zbMATH Keywords: discrete Fourier transform
zbMATH Keywords: white noise
zbMATH Keywords: multidimensional
author: Jarosław Figwer
reviewed by: Pedro A. Morettin
MaRDI profile type: Publication
full work available at URL: a:1008485729741
OpenAlex ID: W164955596
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description: scientific article; zbMATH DE number 1547718