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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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.
|Additional Information:||© 1965 Society for Industrial and Applied Mathematics. Received by the editors October 7, 1963, and in revised form July 13, 1964.|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Kristin Buxton|
|Deposited On:||05 Feb 2009 21:51|
|Last Modified:||26 Dec 2012 10:44|
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