VTechWorks staff will be away for the Memorial Day holiday on Monday, May 27, and will not be replying to requests at that time. Thank you for your patience.
Simulation of multicorrelated random processes using the FFT algorithm
Wittig, Larry E.
Sinha, A. Krishna
MetadataShow full item record
A technique for the digital simulation of multicorrelated Gaussian random processes is described. This technique is based upon generating discrete frequency functions which correspond to the Fourier transform of the desired random processes, and then using the fast Fourier transform (FFT) algorithm to obtain the actual random processes. The main advantage of this method of simulation over other methods is computation time; it appears to be more than an order of magnitude faster than present methods of simulation. One of the main uses of multicorrelated simulated random processes is in solving nonlinear random vibration problems by numerical methods of simulation. One of the main uses of multicorrelated simulated random integration of the governing differential equations. The response of a nonlinear string to a distributed noise input is presented as an example. nonlinear string to a distributed noise input is presented as an example.