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Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes

Franklin, Joel N. (1965) Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes. SIAM Review, 7 (1). pp. 68-80. ISSN 0036-1445. http://resolver.caltech.edu/CaltechAUTHORS:FRAsiamrev65

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Abstract

The purpose of this paper is to present numerical methods for the computation of samples of a Gaussian random process x(t) with prescribed autocorrelation or power spectral density.


Item Type:Article
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1137/1007007DOIUNSPECIFIED
Additional Information:© 1965 Society for Industrial and Applied Mathematics. Received by the editors October 7, 1963, and in revised form July 13, 1964.
Record Number:CaltechAUTHORS:FRAsiamrev65
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:FRAsiamrev65
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:13075
Collection:CaltechAUTHORS
Deposited By: Kristin Buxton
Deposited On:05 Feb 2009 21:51
Last Modified:26 Dec 2012 10:44

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