Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
802439 | Probabilistic Engineering Mechanics | 2010 | 8 Pages |
Abstract
This work describes a simple method for generating signals conforming to a stationary random process for which the practitioner specifies both the power spectral density function and the marginal probability density function. The general approach is to first create a Gaussian random process with the appropriate spectral density and then apply a memoryless nonlinear transformation to achieve the desired marginal density. The transformation is not specified a priori but rather is simulated via an iterative “shuffling” procedure. The method is very simple to implement and yields results that are comparable to some of the more complicated methods.
Related Topics
Physical Sciences and Engineering
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Mechanical Engineering
Authors
J.M. Nichols, C.C. Olson, J.V. Michalowicz, F. Bucholtz,