Benutzer: Gast  Login
Titel:

The method of separation for evolutionary spectral density estimation of multi-variate and multi-dimensional non-stationary stochastic processes

Autor(en):
Schillinger, D.; Stefanov, D.; Stavrev, A.
Abstract:
The method of separation can be used as a non-parametric estimation technique, especially suitable for evolutionary spectral density functions of uniformly modulated and strongly narrow-band stochastic processes. The paper at hand provides a consistent derivation of method of separation based spectrum estimation for the general multi-variate and multi-dimensional case. The validity of the method is demonstrated by benchmark tests with uniformly modulated spectra, for which convergence to the ana...     »
Stichworte:
Method of separation, non-stationary stochastic processes and random fields, evolutionary power spectrum estimation, spectral representation, stochastic buckling analysis
Kongresstitel:
In press, Accepted manuscript
Zeitschriftentitel:
Probabilistic Engineering Mechanics
Jahr:
2013
Jahr / Monat:
2013-07
Monat:
Jul
 BibTeX