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Author(s):
Schillinger, D.; Stefanov, D.; Stavrev, A.
Title:
The method of separation for evolutionary spectral density estimation of multi-variate and multi-dimensional non-stationary stochastic processes
Abstract:
The method of separation can be used as a non-parametric estimation technique, especially suitable for evolutionary spectral density functions of uniformly modulated and strongly narrow-band stochastic processes. The paper at hand provides a consistent derivation of method of separation based spectrum estimation for the general multi-variate and multi-dimensional case. The validity of the method is demonstrated by benchmark tests with uniformly modulated spectra, for which convergence to the ana...     »
Keywords:
Method of separation, non-stationary stochastic processes and random fields, evolutionary power spectrum estimation, spectral representation, stochastic buckling analysis
Congress title:
In press, Accepted manuscript
Journal title:
Probabilistic Engineering Mechanics
Year:
2013
Year / month:
2013-07
Month:
Jul
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