Exact simulation of complex-valued Gaussian stationary processes via circulant embedding

Signal Processing

Volumn 86, Issue 7, 2006, Pages 1470-1476

  Percival, Donald B ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Complex demodulation; Discrete Fourier transform; Fast Fourier transform algorithm; Stochastic processes; Time series

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; FAST FOURIER TRANSFORMS; STATISTICAL METHODS; STOCHASTIC PROGRAMMING; TIME SERIES ANALYSIS;

COMPLEX DEMODULATION; DISCRETE FOURIER TRANSFORM; FAST FOURIER TRANSFORM ALGORITHM; TIME SERIES;

EMBEDDED SYSTEMS;

EID: 33646143538     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2005.08.003     Document Type: Article

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