Simulation of homogeneous two-dimensional random fields

Part I-AR and ARMA models

Marc Mignolet, Pol D. Spanos

Research output: Contribution to journalArticle

27 Citations (Scopus)

Abstract

The determination of autoregressive (AR) and autoregressive moving average (ARMA) algorithms for simulating realizations of two-dimensional random fields with a specified (target) power spectrum is examined. The form of both of these models is justified first by considering infinite-variate vector processes of appropriate spectral matrix. Next, the AR parameters are selected to achieve the minimum of a positive integral. Then, a technique is formulated to derive an ARMA simulation algorithm from the prior AR approximation by relying on the minimization of frequency domain errors. Finally, these procedures are critically assessed and an example of application is presented.

Original languageEnglish (US)
Pages (from-to)S260-S269
JournalJournal of Applied Mechanics, Transactions ASME
Volume59
Issue number2
DOIs
StatePublished - 1992

Fingerprint

autoregressive moving average
Power spectrum
power spectra
simulation
optimization
matrices
approximation

ASJC Scopus subject areas

  • Condensed Matter Physics
  • Mechanics of Materials
  • Mechanical Engineering

Cite this

Simulation of homogeneous two-dimensional random fields : Part I-AR and ARMA models. / Mignolet, Marc; Spanos, Pol D.

In: Journal of Applied Mechanics, Transactions ASME, Vol. 59, No. 2, 1992, p. S260-S269.

Research output: Contribution to journalArticle

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