| contributor author | M. P. Mignolet | |
| contributor author | P. D. Spanos | |
| date accessioned | 2017-05-08T23:24:08Z | |
| date available | 2017-05-08T23:24:08Z | |
| date copyright | September, 1987 | |
| date issued | 1987 | |
| identifier issn | 0021-8936 | |
| identifier other | JAMCAV-26284#674_1.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/102077 | |
| description abstract | A unified approach is presented in determining autoregressive moving average (ARMA) algorithms for simulating realizations of multivariate random processes with a specified (target) spectral matrix. The ARMA algorithms are derived by relying on a prior autoregressive (AR) approximation of the target matrix. Several AR to ARMA procedures are formulated by minimizing a frequency domain error. Equations which can lead to a convenient computation of the ARMA matrix coefficients for a particular problem are given. Finally, the features of the various procedures are critically assessed. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | Recursive Simulation of Stationary Multivariate Random Processes—Part I | |
| type | Journal Paper | |
| journal volume | 54 | |
| journal issue | 3 | |
| journal title | Journal of Applied Mechanics | |
| identifier doi | 10.1115/1.3173087 | |
| journal fristpage | 674 | |
| journal lastpage | 680 | |
| identifier eissn | 1528-9036 | |
| keywords | Simulation | |
| keywords | Stochastic processes | |
| keywords | Algorithms | |
| keywords | Approximation | |
| keywords | Computation | |
| keywords | Equations AND Errors | |
| tree | Journal of Applied Mechanics:;1987:;volume( 054 ):;issue: 003 | |
| contenttype | Fulltext | |