Method of random wave-vectors in the simulation of correlated random processes
We describe a novel method for simulation of correlated homogeneous random processes with given second-order statistics of a general kind. These processes are specified by their correlation and cross-correlation functions. The simulated processes are constructed as sums of plane waves with random wa...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Borntraeger
1998-11-01
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| Series: | Meteorologische Zeitschrift |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1127/metz/7/1998/230 |
| Summary: | We describe a novel method for simulation of correlated homogeneous random processes with given second-order statistics of a general kind. These processes are specified by their correlation and cross-correlation functions. The simulated processes are constructed as sums of plane waves with random wave-vectors. For non-periodical processes with wide spectra, such a method requires much less memory, than the independent generation of the Fourier-components. |
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| ISSN: | 0941-2948 |