Generating data with prescribed power spectral density

IEEE Transactions on Instrumentation and Measurement

Volumn 52, Issue 4, 2003, Pages 1061-1067

  Broersen, Piet M T ^a   De Waele, Stijn ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

1 f noise; ARMA process; Linear filtering; Order selection; Spectral analysis; Time series models

Indexed keywords

APPROXIMATION THEORY; FUNCTIONS; RANDOM PROCESSES; REGRESSION ANALYSIS; SIGNAL FILTERING AND PREDICTION;

DATA GENERATION; LINEAR FILTERING; POWER SPECTRAL DENSITY; YULE-WALKER RELATIONS;

TIME SERIES ANALYSIS;

EID: 0141989481     PISSN: 00189456     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIM.2003.814824     Document Type: Article

References (8)

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