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