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: David O. Smallwood, Thomas L. Paez
Format: Article
Language:English
Published: Wiley 1993-01-01
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.
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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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