Skip to main content
Passa alla visualizzazione normale.

MARIO DI PAOLA

REPRESENTATION OF STATIONARY MULTIVARIATE GAUSSIAN PROCESSES. FRACTIONAL DIFFERENTIAL APPROACH

  • Authors: Cottone, G; Di Paola, M
  • Publication year: 2011
  • Type: Proceedings
  • Key words: Multivariate Processes, Fractional Calculus, Fractional Spectral Moments
  • OA Link: http://hdl.handle.net/10447/58993

Abstract

In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussian multivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate process is expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSM is used.