ALGORITHM FOR SIMULATING A VECTOR RANDOM PROCESS.

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作者：
Lychak, M.M.
Brovdii, N.K.
Aksenova, G.G.
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Cybernetics and Computing Technology (English translation of Kibernetikai Vychislitel'naya Tekhnik | 1982年 / 03期
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摘要：
An algorithm is proposed that enables one to reproduce a vector random process with a given spectral matrix with high accuracy (the matrix elements are constant in certain narrow frequency bands into which the entire working range is divided.
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页码：169 / 177
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