Generation of a Stationary Gaussian Random Process with a Specified Power Spectral Density Function.

Abstract

This paper gives a method for generating digitally a time series with a given power spectral density function. A computer program to carry out this method was written for the Control Data Corporation 3200 computer, and the program was tried on some specific example problems. Then for each of these examples, the power spectral density function of the generated time series was compared with the specified, theoretical power spectral density function.

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Document Details

Document Type
Technical Report
Publication Date
Oct 27, 1966
Accession Number
ADA031725

Entities

People

  • G. S. Innis
  • W. A. Matuska Jr.

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Computer Programming
  • Computer Programs
  • Computers
  • Data Science
  • Differential Equations
  • Digital Data
  • Equations
  • Errors
  • Information Science
  • Magnetic Tape
  • New York
  • Numerical Analysis
  • Random Variables
  • Simulations
  • Statistical Processes
  • Time Intervals

Readers

  • Statistical inference.