Simulation of multicorrelated random processes using the FFT algorithm

TR Number
Date
1975
Journal Title
Journal ISSN
Volume Title
Publisher
Acoustical Society of America
Abstract

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.

Description
Keywords
Random processes, Fourier transforms, Differential equations, Random structural vibrations, Signal generators
Citation
Wittig, L. E. & Sinha, A. K. (1975). Simulation of multicorrelated random processes using the FFT algorithm. Journal of the Acoustical Society of America, 58(3), 630-634. doi: 10.1121/1.380702