Synthesizing random data of the Matérn type

Authors:
Jia-Yue Li;Ming Li
Affiliations:
Key Laboratory of Geographical Information Science, Ministry of Education, School of Resources and Environment Science, East China Normal University, Shanghai, PR. China;School of Information Science & Technology, East China Normal University, Shanghai, PR. China
Venue:
MUSP'10 Proceedings of the 10th WSEAS international conference on Multimedia systems & signal processing
Year:
2010

Citing 2
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MLMATERN: A computer program for maximum likelihood inference with the spatial Matérn covariance model

Computers & Geosciences

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Abstract

This paper discusses our work in synthesizing the random time series that follows the correlation function of the Matérn family, which has increasing applications to various fields of sciences and technologies, ranging from geostatistics to physics. Our research exhibits that the power spectrum (PSD) based method may be efficiently for synthesizing the random data of the Matérn type. In this paper, the reason to select the PSD based method is explained. Demonstrations of simulations are given. We believe that this paper may yet provide a pavement towards the generation of multidimensional random fields of the Matérn type.