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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Autores principales: | Guo-Qiang Cai, Ronghua Huan, Weiqiu Zhu |
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Formato: | article |
Lenguaje: | EN |
Publicado: |
MDPI AG
2021
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Materias: | |
Acceso en línea: | https://doaj.org/article/4fdbc0d53727465bab8941fdfae26876 |
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