Abstract

AbstractGiven an arbitrary power spectrum S X (f) or, equivalently, its inverse Fourier transform, the autocovariance function γx(τ), our ability to simulate the corresponding stationary random signals X(t), using only the pseudo-random number generator, which produces, say, discrete-time white noise, depends on the observation that, in some sense, all stationary random signals can be approximated by superpositions of random harmonic oscillations such as those discussed in Examples 4.1.2 and 4.1.9.KeywordsPower SpectrumWhite NoiseSpectral DensityPower Spectral DensitySpectral RepresentationThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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