Generation of a Stationary Gaussian Random Process with a Specified Power Spectral Density Function.

W A Matuska, George S. Innis · Defense Technical Information Center (DTIC) · 1966

This paper gives a method for generating digitally a time series with a given power spectral density function. A computer program to carry out this method was written for the Control Data Corporation 3200 computer, and the program was tried on some specific example problems. Then for each of these examples, the power spectral density function of the generated time series was compared with the specified, theoretical power spectral density function.

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