REPRESENTATION OF STATIONARY MULTIVARIATEGAUSSIAN PROCESSES.FRACTIONAL DIFFERENTIAL APPROACH

Giulio Cottone; Mario Di Paola

REPRESENTATION OF STATIONARY MULTIVARIATEGAUSSIAN PROCESSES.FRACTIONAL DIFFERENTIAL APPROACH

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Abstract

In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussianmultivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate processis expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSMis used.

Lingua originale	English
Numero di pagine	7
Stato di pubblicazione	Published - 2011

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title = "REPRESENTATION OF STATIONARY MULTIVARIATEGAUSSIAN PROCESSES.FRACTIONAL DIFFERENTIAL APPROACH",

abstract = "In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussianmultivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate processis expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSMis used.",

keywords = "Fractional Calculus, Fractional Spectral Moments, Multivariate Processes, Fractional Calculus, Fractional Spectral Moments, Multivariate Processes",

author = "Giulio Cottone and {Di Paola}, Mario",

year = "2011",

language = "English",

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TY - CONF

T1 - REPRESENTATION OF STATIONARY MULTIVARIATEGAUSSIAN PROCESSES.FRACTIONAL DIFFERENTIAL APPROACH

AU - Cottone, Giulio

AU - Di Paola, Mario

PY - 2011

Y1 - 2011

N2 - In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussianmultivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate processis expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSMis used.

AB - In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussianmultivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate processis expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSMis used.

KW - Fractional Calculus

KW - Fractional Spectral Moments

KW - Multivariate Processes

KW - Fractional Calculus

KW - Fractional Spectral Moments

KW - Multivariate Processes

UR - http://hdl.handle.net/10447/58993

UR - http://rpsonline.com.sg/proceedings/9789810876197/html/cont.html

M3 - Other

ER -