From the wide variety of methods developed for the simulation of Gaussian stochastic processes and fields, two are most often used in applications: the spectral representation method and the Karhunen-Loe `ve (K-L) expansion. In this paper, an in-depth assessment on the capabilities of the two method
✦ LIBER ✦
Evaluation of Karhunen–Loève, Spectral, and Sampling Representations for Stochastic Processes
✍ Scribed by Grigoriu, Mircea
- Book ID
- 120591575
- Publisher
- American Society of Civil Engineers
- Year
- 2006
- Tongue
- English
- Weight
- 187 KB
- Volume
- 132
- Category
- Article
- ISSN
- 0733-9399
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Assessment of spectral representation an
✍
George Stefanou; Manolis Papadrakakis
📂
Article
📅
2007
🏛
Elsevier Science
🌐
English
⚖ 300 KB
Representation of random processes using
✍
K. Fukunaga; W.L.G. Koontz
📂
Article
📅
1970
🏛
Elsevier Science
⚖ 530 KB
Differentiation of the modified approxim
✍
Juan Carlos Ruiz-Molina; Jesús Navarro; J.Mariano Valderrama
📂
Article
📅
1999
🏛
Elsevier Science
🌐
English
⚖ 91 KB
Further decomposition of the Karhunen-Lo
✍
Ray, W.; Driver, R.
📂
Article
📅
1970
🏛
IEEE
🌐
English
⚖ 753 KB
Convergence study of the truncated Karhu
✍
S. P. Huang; S. T. Quek; K. K. Phoon
📂
Article
📅
2001
🏛
John Wiley and Sons
🌐
English
⚖ 166 KB
## 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
Stability of Karhunen–Loève expansion fo
✍
Melink, Teja; Korelc, Jože
📂
Article
📅
2014
🏛
Elsevier Science
🌐
English
⚖ 873 KB