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 originaleEnglish
Numero di pagine7
Stato di pubblicazionePublished - 2011

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