Generation of Two Correlated Stationary Gaussian Processes

Since correlated stochastic processes are often presented in practical problems, feasible methods to model and generate correlated processes appropriately are needed for analysis and simulation. The present paper systematically presents three methods to generate two correlated stationary Gaussian pr...

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Détails bibliographiques
Auteurs principaux: Guo-Qiang Cai, Ronghua Huan, Weiqiu Zhu
Format: article
Langue:EN
Publié: MDPI AG 2021
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Accès en ligne:https://doaj.org/article/4fdbc0d53727465bab8941fdfae26876
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