DOAJ (DOAJ: Directory of Open Access Journals) · 1993 · 42 citations · 5 references
EngineeringElectrical EngineeringInformation TheoryMicrowave EngineeringTime Series AnalysisDigital Signal ProcessingFourier AnalysisFrequency-domain AnalysisSignal ProcessingSpectral AnalysisDensity MatrixFrequency Domain ProcessingSpectral DensitySpectral Density Analysis
The paper presents a method to generate partially coherent time‑domain signal vectors as specified. The method decomposes the spectral density matrix into frequency‑response and diagonal components, uses them to synthesize random frequency‑domain data, then applies inverse FFT and overlapping windowing to produce stationary time‑domain signals. © 1993 John Wiley & Sons, Inc.
A procedure for generating vectors of time domain signals that are partially coherent in a prescribed manner is described. The procedure starts with the spectral density matrix, [Gxx(f)], that relates pairs of elements of the vector random process {{x(t)}, -00 < t < oo}. The spectral density matrix is decomposed into the form [GxAf)] = [U(f)][S(f)][ U(f)]' where [U(f)] is a matrix of complex frequency response functions, and [S(f)] is a diagonal matrix of real functions that can vary with frequency. The factors of the spectral density matrix, [U(f)] and [S(f)], are then used to generate a frame of random data in the frequency domain. The data is transformed into the time domain using an inverse FFT to generate a frame of data in the time domain. Successive frames of data are then windowed, overlapped, and added to form a vector of normal stationary sampled time histories, {x(t)}, of arbitrary length. © 1993 John Wiley & Sons, Inc. *
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<i>Numerical Recipes, The Art of Scientific Computing</i>
William H. Press, Brian P. Flannery, Saul A. Teukolsky et al. · American Journal of Physics · 1987 · 10.1K citations