## Abstract A random process can be represented as a series expansion involving a complete set of deterministic functions with corresponding random coefficients. Karhunen–Loeve (K–L) series expansion is based on the eigen‐decomposition of the covariance function. Its applicability as a simulation t
Comparison between Karhunen–Loeve and wavelet expansions for simulation of Gaussian processes
✍ Scribed by K.K. Phoon; H.W. Huang; S.T. Quek
- Book ID
- 108104403
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 300 KB
- Volume
- 82
- Category
- Article
- ISSN
- 0045-7949
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