Multidimensional random process synthesis and simulation

Multidimensional Systems and Signal Processing

Volumn 11, Issue 4, 2000, Pages 381-394

  Figwer, Jaroslaw ^a  

^a SILESIAN UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; FOURIER TRANSFORMS; INVERSE PROBLEMS; PHASE SHIFT; RANDOM PROCESSES; SPECTRUM ANALYSIS; WHITE NOISE;

MULTIDIMENSIONAL RANDOM PROCESSES; POWER SPECTRAL DENSITY; RANDOM PROCESS APPROXIMATION;

SIGNAL PROCESSING;

EID: 0034301521     PISSN: 09236082     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008485729741     Document Type: Article

References (22)

1. N. K. Bose, Applied Multidimensional Systems Theory, New York: Van Nostrand Reinhold Co., 1986.
2. L. F. Chapparo, and J. W. Woods, "Rational Approximation of 2-D Linear Discrete Systems," IEEE Transactions on Acoustic, Speech and Signal Processing, vol. 30, no. 10, 1982, pp. 780-787.
3. T. L. Marzetta, "Additive and Multiplicative Minimum-Phase Decomposition of 2-D Rational Power Spectral Density Spectra," IEEE Transactions on Circuits and Systems, vol. 29, no. 4, 1982, pp. 207-214.
4. D. E. Dudgen, and R. M. Merserean, Multidimensional Digital Signal Processing, Englewood Cliffs: Prentice-Hall, 1984.
5. R. Christensen, Linear Models for Multivariate, Time Series, and Spatial Data, New York: Springer-Verlag, 1991.
6. M. Shinozuka, "Simulation of Multivariate and Multidimensional Random Processes," The Journal of the Acoustical Society of America, vol. 49, no. 1, 1970, pp. 357-367.
7. M. Shinozuka and C.M. Jan, "Digital Simulation of Random Processes and Its Applications," Journal of Sound and Vibration, vol. 25, no. 1, 1972, pp. 111-138.
8. R.P. Leland, "Simulation of Continuous Sample Path of Random Fields Using Trigonometric Series," Multidimensional Systems and Signal Processing, vol. 2, no. 1, 1991, pp. 23-43.
9. J. Figwer, "A New Method of Random Time-Series Simulation," Simulation Practice and Theory, vol. 5, no. 3, 1997, pp. 217-234.
10. J. Figwer, "Multisine Approximation of Multivariate Orthogonal Random Processes," International Journal of Applied Mathematics and Computer Science, vol. 9, no. 2, 1999, pp. 401-419.
11. J. Figwer, and A. Niederliński, "On the Generation of High Quality White Noise Series," Applied Stochastic Models and Data Analysis, vol. 8, no. 4, 1992, pp. 311-326.
12. J. Figwer, and A. Niederliński, "Using the DFT to Synthesize Multivariate Orthogonal White Noise Series," Transactions of The Society For Computer Simulation, vol. 12, no. 4, 1995, pp. 261-285.
13. A. Niederliński, and J. Figwer, "Using the DTF to Synthetisize Bivariate Orthogonal White Noise Series," IEEE Transactions on Signal Processing, vol. 43, no. 3, 1995, pp. 749-758.
14. M. Shinozuka and G. Deodatis, "Simulation of Stochastic Processes by Spectral Representation," Applied Mechanical Review, vol. 44, no. 4, 1991, pp. 191-203.
15. A. Niederliński and J. Figwer, "Data Encryption Using N-Lag White Multisine Random Time-Series," International Journal of Applied Mathematics and Computer Science, vol. 8, no. 3, 1998, pp. 657-670.
16. N. Kalouptsidis, Signal Processing Systems. Theory and Design, New York: John Wiley & Sons Inc., 1997.
17. R. E. Blahut, Fast Algorithms for Digital Signal Processing, Addison-Wesley Publishing Co., 1985.
18. J. H. McClellan, "Multidimensional Spectral Estimation", Proc. of IEEE, vol. 70, no. 9, 1982, pp. 1029-1039.
19. A. F. Karr, Probability, New York: Springer-Verlag, 1993.
20. S. M. Kay, Modern Spectral Estimation: Theory and Application, Englewood Cliffs: Prentice Hall, 1986.
21. R. Zbikowski, and A. Dzieliński, "Neural Approximation: A Control Perspective," in K. J. Hunt, G. R. Irwin and K. Warwick (Eds.), Neural Network Engineering in Dynamic Control Systems Springer-Verlag, 1995, pp. 1-26.
22. R. J. Serfling, Approximation Theorems for Mathematical Statistics, New York: John Wiley & Sons, 1980.