A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals
A procedure for generating vectors of time domain signals that are partially coherent in a prescribed manner is described. The procedure starts with the spectral density matrix, [Gxx(f)] , that relates pairs of elements of the vector random process {X(t)},−∞<t<∞. The spectral density matrix is...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1993-01-01
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| Series: | Shock and Vibration |
| Online Access: | http://dx.doi.org/10.3233/SAV-1993-1106 |
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| Summary: | A procedure for generating vectors of time domain signals that are partially coherent in a prescribed manner is described. The procedure starts with the spectral density matrix, [Gxx(f)]
, that relates pairs of elements of the vector random process {X(t)},−∞<t<∞. The spectral density matrix is decomposed into the form [Gxx(f)]=[U(f)][S(f)][U(f)]' where [U(f)] is a matrix of complex frequency response functions, and [S(f)] is a diagonal matrix of real functions that can vary with frequency. The factors of the spectral density matrix, [U(f)] and [S(f)], are then used to generate a frame of random data in the frequency domain. The data is transformed into the time domain using an inverse FFT to generate a frame of data in the time domain. Successive frames of data are then windowed, overlapped, and added to form a vector of normal stationary sampled time histories, {X(t)}, of arbitrary length. |
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| ISSN: | 1070-9622 1875-9203 |