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 |
|---|---|
| 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 |
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| 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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