Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding

Signal Processing

Volumn 91, Issue 5, 2011, Pages 1123-1133

  Helgason, Hannes ^a   Pipiras, Vladas ^b,c   Abry, Patrice ^a  

^a UNIVERSITÉ DE LYON   (France)

^b INSTITUTO SUPERIOR TÉCNICO   (Portugal)

^c The University of North Carolina at Chapel Hill   (United States)

Author keywords

Circulant embedding; Multivariate Gaussian series; Numerical synthesis; Stationarity; Time reversibility

Indexed keywords

CIRCULANTS; MULTIVARIATE GAUSSIAN SERIES; NUMERICAL SYNTHESIS; STATIONARITY; TIME-REVERSIBILITY;

TIME SERIES;

GAUSSIAN DISTRIBUTION;

EID: 79551484134     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2010.10.014     Document Type: Article

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