Accession Number:

ADA067117

Title:

Numerical Simulation of a Linear Filter.

Descriptive Note:

Technical rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN DEFENSE RESEARCH LAB

Personal Author(s):

• Davis,E. Maurice

Report Date:

1967-05-05

Pagination or Media Count:

41.0

Abstract:

This paper investigates certain properties of a method which calculates a sample of a stationary Gaussian random process with a specified power spectral density function. The study determines to what degree this method simulates a linear filter. Also included are correlation analyses of equidistributed sequences which are used in the method. Author

Descriptors:

• *COMPUTER PROGRAMS
• *MATHEMATICAL MODELS
• *LINEAR FILTERING
• FOURIER TRANSFORMATION
• COMPUTATIONS
• STOCHASTIC PROCESSES
• MULTIVARIATE ANALYSIS
• TIME SERIES ANALYSIS
• POWER SPECTRA
• PROBABILITY DENSITY FUNCTIONS
• STATIONARY
• CORRELATION TECHNIQUES

Subject Categories:

• Statistics and Probability
• Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE