Simulation of continuous sample paths of random fields using trigonometric series
Multidimensional Systems and Signal Processing
Using the DFT to synthesize multivariate orthogonal white noise series
Transactions of the Society for Computer Simulation International
Fast Algorithms for Digital Signal Processing
Fast Algorithms for Digital Signal Processing
Multidimensional Digital Signal Processing
Multidimensional Digital Signal Processing
Using the DFT to synthesize bivariate orthogonal white noise series
IEEE Transactions on Signal Processing
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In thepaper, wide-sense stationary M-D (multidimensional)random processes, defined by their power spectral densities,are synthesised and simulated by using as an approximation M-Dmultisine random processes consisting of a sum of M-Dsine components with deterministic amplitudes and random phaseshifts. On the basis of the power spectral density function andphase shifts chosen with some well defined random propertiesthe finite discrete Fourier transform of the M-Dmultisine random process is synthesised. The corresponding M-Dmultisine random process approximation is simulated by performingan inverse M-D finite Fourier transform of the synthesisedspectrum. Realisations of the synthesised and simulated randomprocess approximations may be obtained by using an M-Dfast Fourier transform algorithm. The properties of synthesisedM-D multisine random processes are discussed includingM-D white multisine random process.