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Construction of a stationary regenerative process with a view toward simulation

โœ Scribed by Herman Thorisson

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
56 KB
Volume
26
Category
Article
ISSN
0304-4149

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๐Ÿ“œ SIMILAR VOLUMES

Simulation of Stationary Process Via a S
Simulation of Stationary Process Via a Sampling Theorem
โœ M. Grigoriu ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 394 KB

A new simulation algorithm is developed for generating realizations of a stationary bandlimited Gaussian process. The algorithm is based on a parametric model that can be derived from a sampling theorem, and consists of a superposition of a finite set of deterministic functions of time with random a