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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Format: | Article |
Language: | English |
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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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author | David O. Smallwood Thomas L. Paez |
author_facet | David O. Smallwood Thomas L. Paez |
author_sort | David O. Smallwood |
collection | DOAJ |
description | 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. |
format | Article |
id | doaj-art-97c2f2fefde4485b91eae1de987abde4 |
institution | Kabale University |
issn | 1070-9622 1875-9203 |
language | English |
publishDate | 1993-01-01 |
publisher | Wiley |
record_format | Article |
series | Shock and Vibration |
spelling | doaj-art-97c2f2fefde4485b91eae1de987abde42025-02-03T05:44:16ZengWileyShock and Vibration1070-96221875-92031993-01-0111455310.3233/SAV-1993-1106A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain SignalsDavid O. Smallwood0Thomas L. Paez1Sandia National Laboratories, Albuquerque New Mexico 87185, USASandia National Laboratories, Albuquerque New Mexico 87185, USAA 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.http://dx.doi.org/10.3233/SAV-1993-1106 |
spellingShingle | David O. Smallwood Thomas L. Paez A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals Shock and Vibration |
title | A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals |
title_full | A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals |
title_fullStr | A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals |
title_full_unstemmed | A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals |
title_short | A Frequency Domain Method for the Generation of Partially Coherent Normal Stationary Time Domain Signals |
title_sort | frequency domain method for the generation of partially coherent normal stationary time domain signals |
url | http://dx.doi.org/10.3233/SAV-1993-1106 |
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