@misc{Figwer_Jarosław_Multisine,
 author={Figwer, Jarosław},
 howpublished={online},
 publisher={Zielona Góra: Uniwersytet Zielonogórski},
 language={eng},
 abstract={An approach to the synthesis and simulation of wide-sense stationary multivariate orthogonal random processes defined by their power spectral density matrices is presented. The approach is based on approximating the non-parametric power spectral density representation by the periodogram matrix of a multivariate orthogonal multisine random time-series.},
 abstract={This periodogram matrix is used to construct the corresponding spectrum of the multivariate orthogonal multisine random time-series (synthesis). Application of the inverse finite discrete Fourier transform to this spectrum results in a multivariate orthogonal multisine random time-series with the predefined periodogram matrix (simulation). The properties of multivariate orthogonal multisine random process approximations obtained in this way are discussed. Attention is paid to asymptotic gaussianess.},
 type={artykuł},
 title={Multisine approximation of multivariate orthogonal random processes},
 keywords={simulation random processes, multivariate orthogonal random processes, simulated identification, multisine random time-series, fast Fourier transform},
}