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 -