Abstract
Methods that are easily implemented on a computer are proposed for generating two correlated random processes of the same duration with specified coherence function and generating random signals with a specified spectral matrix of any size.
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Original Russian Text © Yu.Ya. Betkovskii, V.N. Yakovlev, 2015, published in Vestnik Mashinostroeniya, 2015, No. 10, pp. 39–43.
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Betkovskii, Y.Y., Yakovlev, V.N. Generation of a random vector field with a specified coherence matrix in vibrational tests. Russ. Engin. Res. 36, 25–29 (2016). https://doi.org/10.3103/S1068798X1601007X
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DOI: https://doi.org/10.3103/S1068798X1601007X