GENERATION OF RANDOM TIME-SERIES THROUGH HYBRID COMPUTATION
Abstract
In many engineering design problems it is possible to collect data of the environmental disturbances which are acting upon the systems. This data can be analyzed by determining its autocorrelation and probability density function. When seeking solutions through simulation it is desirable to be able to generate random time series having a predetermined autocorrelation and probability density. The paper describes a method to control both simultaneously.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1970
- Accession Number
- AD0710225
Entities
People
- A. H. Haddad
- P. E. Valisalo
Organizations
- University of Florida