Abstract
We consider approaches to simulation of periodically correlated random processes based on the nonstandard spectral representation of the process with parameters periodically varying in time and also on spectral representations using the vector stationary Gaussian processes.
Original language | English |
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Pages (from-to) | 353-360 |
Number of pages | 8 |
Journal | Russian Journal of Numerical Analysis and Mathematical Modelling |
Volume | 34 |
Issue number | 6 |
DOIs | |
Publication status | Published - 1 Dec 2019 |
Keywords
- correlation function
- Fourier series
- Periodical correlated process
- spectral density
- spectral model