Recursive simulation of stationary multivariate random processes-part II

P. D. Spanos, Marc Mignolet

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42 Scopus citations

Abstract

Stability and invertibility aspects ofthe AR to ARMA procedures developed in Part I in connection with simulation of multivariate random processes are addressed. A general criterion is proved for this purpose. Furthermore, several properties regarding the matching of the correlations at various time lags of the target and the simulated processes are shown. Finally, the reliability and efficiency of the discussed procedures are demonstrated by application to spectra encountered in earthquake engineering, offshore engineering, and wind engineering.

Original languageEnglish (US)
Pages (from-to)681-687
Number of pages7
JournalJournal of Applied Mechanics, Transactions ASME
Volume54
Issue number3
DOIs
StatePublished - Sep 1987

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ASJC Scopus subject areas

  • Condensed Matter Physics
  • Mechanics of Materials
  • Mechanical Engineering

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