Digital-computer Simulation of a Gaussian Random Process with Given Power Spectral Density

Digital-computer Simulation of a Gaussian Random Process with Given Power Spectral Density PDF Author: Joel N. Franklin
Publisher:
ISBN:
Category : Gaussian processes
Languages : en
Pages : 86

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Digital-computer Simulation of a Gaussian Random Process with Given Power Spectral Density

Digital-computer Simulation of a Gaussian Random Process with Given Power Spectral Density PDF Author: Joel N. Franklin
Publisher:
ISBN:
Category : Gaussian processes
Languages : en
Pages : 86

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Book Description


Random Processes: Measurement, Analysis and Simulation

Random Processes: Measurement, Analysis and Simulation PDF Author: J. Cacko
Publisher: Elsevier
ISBN: 0444598030
Category : Technology & Engineering
Languages : en
Pages : 245

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Book Description
This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions. The treatment is self-contained and the authors have brought together and integrated the most important information relevant to this topic in order that the newcomer can see and study it as a whole. This approach should also be of interest to experienced engineers from fatigue laboratories who want to learn more about the possible methods of simulation, especially for use in real time on electrohydraulic computer-controlled loading machines.Problems of constructing a measuring system are dealt with in the first chapter. Here the authors discuss the choice of measuring conditions and locations, as well as the organization of a chain of devices for measuring and recording random environmental processes. Some experience gained from practical measurements is also presented. The recorded processes are further analysed by various methods. The choice is governed by the aims of the measurements and applications of the results. Chapter 2 is thus devoted to methods of random process evaluations for digital computers, both from the fatigue and dynamic point of view. The most important chapter is Chapter 3 as this presents a review of up-to-date methods of random process simulation with given statistical characteristics. These methods naturally follow those of random process analysis, and their results form initial data for the corresponding simulations algorithms, including occurrences of characteristic parameters of counting methods, reproduction of correlation theory characteristics and of autoregressive models. The simulation of non-stationary processes is treated in depth, taking into account their importance for practical applications and also the lack of information of this subject.The book is intended to help resolve many practical problems concerning the methods and quality of environmental process evaluation and simulation which can arise when up-to-date loading systems with computer control are being used in material, component and structural fatigue and dynamic research.

Digital Simulation of a Gaussian Random Process Having an Exponential Autocorrelation Function

Digital Simulation of a Gaussian Random Process Having an Exponential Autocorrelation Function PDF Author: D. K. Bowser
Publisher:
ISBN:
Category : Airplanes
Languages : en
Pages : 56

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Book Description
The digital simulation of terrain or longitudinal gust profiles is shown to be practical. Its use as input to an overall system simulation has reasonable promise of success. With the tools developed in this report, the user has at his disposal a means of determining what is a reasonable choice for the numerical integration increment and what is a sufficient sample length in a statistical sense.

Applications of Random Process Excursion Analysis

Applications of Random Process Excursion Analysis PDF Author: Irina S. Brainina
Publisher: Newnes
ISBN: 012410469X
Category : Technology & Engineering
Languages : en
Pages : 256

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Book Description
This book addresses one of the key problems in signal processing, the problem of identifying statistical properties of excursions in a random process in order to simplify the theoretical analysis and make it suitable for engineering applications. Precise and approximate formulas are explained, which are relatively simple and can be used for engineering applications such as the design of devices which can overcome the high initial uncertainty of the self-training period. The information presented in the monograph can be used to implement adaptive signal processing devices capable of detecting or recognizing the wanted signals (with a priori unknown statistical properties) against the background noise. The applications presented can be used in a wide range of fields including medicine, radiolocation, telecommunications, surface quality control (flaw detection), image recognition, thermal noise analysis for the design of semiconductors, and calculation of excessive load in mechanics. Introduces English-speaking students and researchers in to the results obtained in the former Soviet/ Russian academic institutions within last few decades. Supplies a range of applications suitable for all levels from undergraduate to professional Contains computer simulations

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

Generation of a Stationary Gaussian Random Process with a Specified Power Spectral Density Function PDF Author: W. A Matuska (Jr)
Publisher:
ISBN:
Category :
Languages : en
Pages : 72

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Book Description
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.

Generation of a stationary gaussian random process with a specified power spectral density function

Generation of a stationary gaussian random process with a specified power spectral density function PDF Author: Walter Matuska
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 118

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Random Processes

Random Processes PDF Author: Jozef Čačko
Publisher:
ISBN:
Category : Engineering models
Languages : en
Pages : 256

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Book Description
This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions.

Gaussian Random Processes

Gaussian Random Processes PDF Author: I.A. Ibragimov
Publisher: Springer Science & Business Media
ISBN: 1461262755
Category : Mathematics
Languages : en
Pages : 285

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Book Description
The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1460

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Book Description
Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Random-process Simulation and Measurements

Random-process Simulation and Measurements PDF Author: Granino Arthur Korn
Publisher:
ISBN:
Category : Electronic analog computers
Languages : en
Pages : 270

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Book Description