Simulation of homogeneous two-dimensional random fields. Part II. MA and ARMA models

Pol D. Spanos, Marc Mignolet

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Alternatively to the autoregressive (AR) models examined in Part I, the determination of moving average (MA) algorithms for simulating realizations of two-dimensional random fields with a specified (target) power spectrum is presented. First, the mathematical form of these models is addressed by considering infinite-variate vector processes of an appropriate spectral matrix. Next, the MA parameters are determined by relying on the maximization of an energy-like quantity. Then, a technique is formulated to derive an autoregressive moving average (ARMA) simulation algorithm from a prior MA 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)
Title of host publicationAmerican Society of Mechanical Engineers (Paper)
Editors Anon
PublisherPubl by ASME
Pages1-8
Number of pages8
StatePublished - 1991
EventASME Winter Annual Meeting - Atlanta, GA, USA
Duration: Dec 1 1991Dec 6 1991

Other

OtherASME Winter Annual Meeting
CityAtlanta, GA, USA
Period12/1/9112/6/91

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Power spectrum

ASJC Scopus subject areas

  • Mechanical Engineering

Cite this

Spanos, P. D., & Mignolet, M. (1991). Simulation of homogeneous two-dimensional random fields. Part II. MA and ARMA models. In Anon (Ed.), American Society of Mechanical Engineers (Paper) (pp. 1-8). Publ by ASME.

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

American Society of Mechanical Engineers (Paper). ed. / Anon. Publ by ASME, 1991. p. 1-8.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Spanos, PD & Mignolet, M 1991, Simulation of homogeneous two-dimensional random fields. Part II. MA and ARMA models. in Anon (ed.), American Society of Mechanical Engineers (Paper). Publ by ASME, pp. 1-8, ASME Winter Annual Meeting, Atlanta, GA, USA, 12/1/91.
Spanos PD, Mignolet M. Simulation of homogeneous two-dimensional random fields. Part II. MA and ARMA models. In Anon, editor, American Society of Mechanical Engineers (Paper). Publ by ASME. 1991. p. 1-8
Spanos, Pol D. ; Mignolet, Marc. / Simulation of homogeneous two-dimensional random fields. Part II. MA and ARMA models. American Society of Mechanical Engineers (Paper). editor / Anon. Publ by ASME, 1991. pp. 1-8
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