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Asymptotically Equivalent Sequences of Matrices and Multivariate ARMA Processes

✍ Scribed by Gutierrez-Gutierrez, J.; Crespo, P.M.


Book ID
114642796
Publisher
IEEE
Year
2011
Tongue
English
Weight
247 KB
Volume
57
Category
Article
ISSN
0018-9448

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✍ SPANOS, P. D.; ZELDIN, B. A. πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 585 KB

An efficient Auto-Regressive Moving-Average (ARMA) approximation method is presented for simulating stationary random processes with specified (target) power spectra in conjunction with structural dynamics applications. It involves an iterative algorithm developed for minimizing a physically motivat