Generation of a Stationary Gaussian Random Process with a Specified Power Spectral Density Function.

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Abstract:

This paper gives a method for generating digitally a time series with a given power spectral density function. A computer program to carry out this method was written for the Control Data Corporation 3200 computer, and the program was tried on some specific example problems. Then for each of these examples, the power spectral density function of the generated time series was compared with the specified, theoretical power spectral density function.

Author(s):
Matuska, W. A., Jr. ; Innis, G. S.
Author Organization(s):
TEXAS UNIV AT AUSTIN DEFENSE RESEARCH LAB
Descriptive Note:
Acoustical rept.,
Pagination:
0072

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
DRL-A-258
Contract/Grant Number(s):
NObsr-93175
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_5.3_Planning; JCA_1.2.3_Educating; JCA_6.3.3_Spectrum Management; JCA_6_Net Centric
Modernization Areas:
Fully Networked C3
Communities of Interest:
Energy and Power Technologies
Descriptor(s):
*COMPUTER PROGRAMS, *SIGNAL PROCESSING, *TIME SERIES ANALYSIS, *POWER SPECTRA, DIGITAL SYSTEMS, RANDOM VARIABLES, COMPUTER PROGRAMMING, WHITE NOISE, PROBABILITY DENSITY FUNCTIONS, DIGITAL COMPUTERS, GAUSSIAN QUADRATURE
Field(s)/Group(s):
Statistics and Probability, Non-Radio Communications
Keyword(s):
Most project 3, Spectral density functions
Report Date:
1966 Oct 27