Generating Stationary Gaussian Processes Using The Spectral Representation Theorem
The paper presents the Spectral Representation Theorem of a stationary process and two simulation methods derived from it. In order to test the accuracy of the two simulation methods two numerical applications are employed. First, using a theoretical power spectral density (PSD), two sets of sample...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2015-05-01
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| Series: | Mathematical Modelling in Civil Engineering |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/mmce-2015-0008 |