Object
Title: Multisine approximation of multivariate orthogonal random processes
Contributor:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Group publication title:
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. ; 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.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 9, number 2 (1999) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Digital Library of Zielona Góra > Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Digital Library of Zielona Góra > Repository > Types of work > Articles
- Digital Library of Zielona Góra > Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS)
- Digital Library of Zielona Góra > Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (1999)
Last modified:
Sep 3, 2021
In our library since:
Jan 21, 2021
Number of object content hits:
71
All available object's versions:
https://www.zbc.uz.zgora.pl/publication/64795
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9, number 1 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9, number 2 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Edition name | Date |
|---|---|
| Multisine approximation of multivariate orthogonal random processes | Sep 3, 2021 |
